Proton resonance frequency shift-based magnetic resonance thermometry is a currently used technique for monitoring temperature during targeted thermal therapies. However, in order to provide temperature updates with very short latency times, fast MR acquisition schemes are usually employed, which in turn might lead to noisy temperature measurements. This will, in general, have a direct impact on therapy control and endpoint detection. In this paper, we address this problem through an improved non-local filtering technique applied on the temperature images. Compared with previous non-local filtering methods, the proposed approach considers not only spatial information but also exploits temporal redundancies. The method is fully automatic and designed to improve the precision of the temperature measurements while at the same time maintaining output accuracy. In addition, the implementation was optimized in order to ensure real-time availability of the temperature measurements while having a minimal impact on latency. The method was validated in three complementary experiments: a simulation, an ex-vivo and an in-vivo study. Compared to the original non-local means filter and two other previously employed temperature filtering methods, the proposed approach shows considerable improvement in both accuracy and precision of the filtered data. Together with the low computational demands of the numerical scheme, the proposed filtering technique shows great potential for improving temperature measurements during real-time MR thermometry dedicated to targeted thermal therapies.