Supersymmetry (SUSY) has been proposed to be a central concept for the physics beyond the standard model and for a description of the strong interactions in the context of the AdS/CFT correspondence. A deeper understanding of these developments requires the knowledge of the properties of supersymmetric models at finite temperatures. We present a Monte Carlo investigation of the finite temperature phase diagram of the N=1 supersymmetric Yang-Mills theory (SYM) regularised on a space-time lattice. The model is in many aspects similar to QCD: quark confinement and fermion condensation occur in the low temperature regime of both theories. A comparison to QCD is therefore possible. The simulations show that for N=1 SYM the deconfinement temperature has a mild dependence on the fermion mass. The analysis of the chiral condensate susceptibility supports the possibility that chiral symmetry is restored near the deconfinement phase transition.