We report, to the best of our knowledge, the first demonstration of thermally controlled soliton mode-locked frequency comb generation in microresonators. By controlling the electric current through heaters integrated with silicon nitride microresonators, we demonstrate a systematic and repeatable pathway to single- and multi-soliton mode-locked states without adjusting the pump laser wavelength. Such an approach could greatly simplify the generation of mode-locked frequency combs and facilitate applications such as chip-based dual-comb spectroscopy.