Recently, cave candidates have been discovered on other planets besides the Earth, such as the Moon and Mars. When we go to other planets, caves could be possible human habitats providing natural protection from cosmic threats. In this study, seven cave candidates have been found on Pavonis Mons and Ascraeus Mons in Tharsis Montes on Mars. The cave candidates were selected using the images of the Context Camera (CTX) on the Mars Reconnaissance Orbiter (MRO). The Context Camera could provide images with the high resolution of 6 meter per pixel. The diameter of the candidates ranges from 50 to 100m. Cushing et al. (2007) have analyzed the temperature change at daytime and nighttime using the Thermal Emission Imaging System (THEMIS) for the sites of potential cave candidates. Similarly, we have examined the temperature change at daytime and at nighttime for seven cave candidates using the method of Cushing et al. (2007). Among those, only one candidate showed a distinct temperature change. However, we cannot verify a cave based on the temperature change only and further study is required for the improvement of this method to identify caves more clearly.