The temperature effect on the linear instability and the splitting process of a doubly quantized vortex is studied. Using the linear perturbation theory to calculate out the quasi-normal modes of the doubly quantized vortex, we find that the imaginary part of the unstable mode increases with the temperature till some turning temperature, after which the imaginary part of the unstable mode decreases with the temperature. On the other hand, by the fully non-linear numerical simulations, we also examine the real time splitting process of the doubly quantized vortex, where not only do the split singly quantized vortex pair depart from each other, but also revolve around each other. In particular, the characteristic time scale for the splitting process is identified and its temperature dependence is found to be in good agreement with the linear instability analysis in the sense that the larger the imaginary part of the unstable mode is, the longer the splitting time is. Such a temperature effect is expected to be verified in the cold atom experiments in the near future.