Ab initio quantum Monte Carlo methods, in principle, allow for the calculation of exact properties of correlated many-electron systems but are, in general, limited to the simulation of a finite number of electrons N under periodic boundary conditions. Therefore, an accurate theory of finite-size effects is indispensable to bridge the gap to realistic applications in the thermodynamic limit. In this work, we revisit the uniform electron gas at finite temperature, as it is relevant to contemporary research, e.g., in the field of warm dense matter. In particular, we present a new scheme to eliminate finite-size effects both in the static structure factor S(q) and in the interaction energy v, which is based on the density response formalism. We demonstrate that this method often allows us to obtain v in the thermodynamic limit within a relative accuracy of ∼0.2% from as few as N = 4 electrons without any empirical choices or knowledge of results for other values of N. Finally, we evaluate the applicability of our method upon increasing the density parameter rs and decreasing the temperature T.