A theoretical and computational framework for the analysis of thermomechanically coupled, frictional, stationary (steady-state) rolling contact based on an Arbitrary Lagrangian-Eulerian (ALE) kinematical description is presented. The finite element method is employed in a numerical implementation featuring two-dimensional cylinder-plate rolling contact, with a contact formulation incorporating mechanical and thermal frictional interaction. The ALE formulation is noted to allow for linearization of the governing equations, localized mesh refinement, a time-independent description of stationary dynamics, velocity-independent contact interface modelling and so on. Numerical simulations show the model to be able to capture, for example, stick/slip behaviour and a range of thermal phenomena, including the effect of convective cooling of the cylinder due to the contact with the plate.