Thermal properties of asymmetric nuclear matter, including the temperature dependence of the symmetry energy, single-particle properties, and differential isospin fractionation, are investigated with different neutron-proton effective mass splittings using an improved isospin- and momentum-dependent interaction. In this improved interaction, the momentum-dependence of the isoscalar single-particle potential at saturation density is well fitted to that extracted from optical model analyses of proton-nucleus scattering data up to nucleon kinetic energy of 1 GeV, and the isovector properties, i.e., the slope of the nuclear symmetry energy, the momentum-dependence of the symmetry potential, and the symmetry energy at saturation density can be flexibly adjusted via three parameters $x$, $y$, and $z$, respectively. Our results indicate that the nucleon phase-space distribution in equilibrium, the temperature dependence of the symmetry energy, and the differential isospin fractionation can be significantly affected by the isospin splitting of nucleon effective mass.