A new and efficient algorithm for the integration of the thermal-elasto-plastic constitutive equation is proposed. While it falls into the category of the return mapping method, the algorithm adopts the three point approximation of plastic corrector within one time increment step. The results of its application to a von Mises-type thermal-elasto-plastic model with combined hardening and temperature-dependent material properties show that the accurate iso-error maps are obtained for both angular and radial errors. The accuracy achieved is because the predicted stress increment in a single step calculation follows the exact value closely not only at the end of the step but also through the whole path. Also, the comparison of the computational time for the new and other algorithms shows that the new one is very efficient.