This work investigated how thermal modification affects the shear strength of welded joints under different climatic conditions. The order of the thermal modification, before or after the welding, was investigated for its effect on the shear strength of the welded wood. Two groups of thermally modified specimens were prepared in a laboratory kiln under controlled conditions, one thermally modified before welding and the other after welding of the specimens. The shear strength of the specimens were measured at four different moisture contents of 10%, 12%, 16%, and 18%, and the results for the two different approaches were compared. Moreover, observations of the X-ray computed tomography scanning and digital microscopy were used to study the density profile and the structural details of the welded joints. The results showed that thermal treatment of the wood either before or after welding had a negative influence on the shear strength, and the modes of failure of the joints in mechanical tests were in most cases brittle. In the weld interface of the wood modified before welding, a rigid material similar to charcoal was produced as a result of the further degradation of wood by welding pressure and frictional motion. Welding of wood before thermal modification, however, yielded thicker and more densified joints with less susceptibility to higher moisture variations than the joints obtained by welding the thermally modified wood.