It was named after the month. Some say that it was first prepared for Napoleon during the month of Thermidor. Others say that it was created by Tony Girod at the Café de Paris to celebrate the opening of a play called Thermidor.
Thermidor is the eleventh month in the French Republic calendar and is about July 19 to August 18. The calendar was used in the late 1700s.
Thermidor comes from the Greek word thermos, which means heat. Hmmm, I thought a thermos could also keep things cold.