Thermal–fluid–structure interaction (TFSI) problems involving multi-physics coupled effects are ubiquitous in natural environment and manmade devices. A novel coupling approach of the explicit immersed boundary-reconstructed thermal lattice Boltzmann flux solver (EIB-RTLBFS) is developed specifically to tackle TFSI problems, where a fractional method is introduced to solve TFSI problems in two successive steps. Firstly, the EIB is utilized to efficiently compute the velocity and temperature corrections that satisfy the Dirichlet boundary conditions on the surface of the solid domain. Secondly, RTLBFS, a weakly compressible finite volume solver with a clear mechanism to possess good numerical stability for high Rayleigh number convection problems, is employed to model the thermal flow. The EIB-RTLBFS is shown to be second-order accurate in space. Three benchmark cases, such as unsteady flow and natural convection that involves moving boundary, are used to evaluate the capability and robustness of EIB-RTLBFS for TFSI problems. Subsequently, a fully coupled thermal–fluid–structure system is established with a membrane structure governing equation, and the results demonstrate that the EIB-RTLBFS can accurately predict the nonlinear characteristics of this multiphysics system.