Membrane proteins play key roles in cellular signaling and transport, represent the majority of drug targets, and are implicated in many diseases. Their relevance renders them important subjects for structural, biophysical, and functional investigations. However, obtaining membrane proteins in high purities is often challenging with conventional purification steps alone. To address this issue, we present here an approach to increase the purity of α‐helical transmembrane proteins. Our approach exploits the Thioredoxin (Trx) tag system, which is able to confer some of its favorable properties, such as high solubility and thermostability, to its fusion partners. Using Trx fusions of transmembrane helical hairpin constructs derived from the human cystic fibrosis transmembrane conductance regulator (CFTR) and a bacterial ATP synthase, we establish conditions for the successful implementation of the selective heat treatment procedure to increase sample purity. We further examine systematically its efficacy with respect to different incubation times and temperatures using quantitative gel electrophoresis. We find that minute‐timescale heat treatment of Trx‐tagged fusion constructs with temperatures ranging from 50 to 90°C increases the purity of the membrane protein samples from ~60 to 98% even after affinity purification. We show that this single‐step approach is even applicable in cases where regular selective heat purification from crude extracts, as reported for Trx fusions to soluble proteins, fails. Overall, our approach is easy to integrate into existing purification strategies and provides a facile route for increasing the purity of membrane protein constructs after purification by standard chromatography approaches.