We study the finite temperature Casimir interaction between a cylinder and a plate using the exact formula derived from the Matsubara representation and the functional determinant representation. We consider the scalar field with Dirichlet and Neumann boundary conditions. The asymptotic expansions of the Casimir free energy and the Casimir force when the separation $a$ between the cylinder and the plate is small are derived. As in the zero temperature case, it is found that the leading terms of the Casimir free energy and the Casimir force agree with those derived from the proximity force approximation when $rT\ensuremath{\gg}1$, where $r$ is the radius of the cylinder. Specifically, when $aT\ensuremath{\ll}1\ensuremath{\ll}rT$ (the medium temperature region), the leading term of the Casimir free energy is of order ${T}^{5/2}$ whereas, for the Casimir force, it is of order ${T}^{7/2}$. In this case, the leading terms are independent of the separation $a$. When $1\ensuremath{\ll}aT\ensuremath{\ll}rT$ (the high temperature region), the dominating terms of the Casimir free energy and the Casimir force come from the zeroth Matsubara frequency. In this case, the leading terms are linear in $T$, but for the free energy, it is inversely proportional to ${a}^{3/2}$, whereas, for the force, it is inversely proportional to ${a}^{5/2}$. The first order corrections to the proximity force approximations in different temperature regions are computed using the perturbation approach. In the zero temperature case, the results agree with those derived in [M. Bordag, Phys. Rev. D 73, 125018 (2006)].