The anisotropic and kinematic hardening theories of plasticity are used to evaluate the cyclic loading behavior of structures under thermal stresses. The material of the structures used in this article is assumed to follow nonlinear strain hardening property. The material's strain hardening curve in tension and compression is assumed to be both identical for isotropic material and different for anisotropic material. The method of successive approximation is used to calculate the stresses and plastic strains in the structure due to cyclic loadings. The results of the analysis are checked with the known experimental test. The thermal stresses are categorized into load- and deformation-controlled stresses. It is concluded that the isotropic hardening theory, excluding creep, will always result in structural shakedown. The kinematic hardening theory under deformation-controlled conditions, excluding creep, will result in reversed plasticity. The load-controlled cyclic loading under kinematic hardening theory with isotropy assumption results in reversed plasticity. Under the anisotropy assumption of tension/compression curve, the load-controlled stress based on kinematic hardening theory predicts ratcheting behavior. When creep deformation is considered, the load-controlled thermal stresses results in ratcheting, and the deformation-controlled thermal stresses result in shakedown behavior, regardless of the material's isotropic and anisotropic properties or the hardening theories.