Continuous-variable quantum key distribution (CVQKD) can be integrated with thermal states for short-distance wireless quantum communications. However, its performance is usually restricted with the practical thermal noise. We propose a method to improve the security threshold of thermal-state (TS) CVQKD by employing a heralded hybrid linear amplifier (HLA) at the receiver. We find the effect of thermal noise on the HLA-involved scheme in near-and-mid infrared band or terahertz band for direct and reverse reconciliation. Numerical simulations show that the HLA-involved scheme can compensate for the detriment of thermal noise and hence increase the security threshold of TS-CVQKD. In near-and-mid infrared band, security threshold can be extended by 2.1 dB in channel loss for direct reconciliation and 1.6 dB for reverse reconciliation, whereas in terahertz band, security threshold can be slightly enhanced for the gain parameter less than 1 due to the rise in thermal noise.