The temperature dependence of the shell corrections to the energy
, entropy
, and free energy
is studied by employing the covariant density functional theory for closed-shell nuclei. Taking
Sm as an example, studies have shown that, unlike the widely-used exponential dependence
,
exhibits a non-monotonous behavior, i.e., first decreasing 20% approaching a temperature of
MeV, and then fading away exponentially. Shell corrections to both free energy
and entropy
can be approximated well using the Bohr-Mottelson forms
and
, respectively, in which
. Further studies on the shell corrections in other closed-shell nuclei,
Sn and
Pb, are conducted, and the same temperature dependencies are obtained.