We analyze the magnetic oscillations (MO) due to the de Haas–van Alphen effect, in pristine graphene under a perpendicular magnetic field, taking into account the Zeeman effect. We consider a constant Fermi energy, such that the valence band is always full and only the conduction band is available. At zero temperature the MO consist of two sawtooth peaks, one for each spin. Both peaks have the same frequency, but different amplitude and phase. We show that, in order to observe the spin splitting in the MO, Fermi energy of about 0.1 eV is required. At low temperatures we obtain that the MO can be expressed as the MO at zero temperature, plus small Fermi–Dirac like functions, each centered around the MO peaks. Using this expression, we show that the spin splitting is observable in the MO only when the thermal energy is smaller than the Zeeman energy. We also analyze the shift of the MO extrema as the temperature increases. We show that it depends on the magnetic field, which implies a broken periodicity at nonzero temperature. Finally, we obtain an analytical expression for the MO envelope. The results obtained could be used to infer temperature changes from the MO extrema shift and vice versa.