We discuss the development and implementation of a constant temperature (NVT) molecular dynamics scheme that combines the Nosé-Hoover chain thermostat with the extended Lagrangian Born-Oppenheimer molecular dynamics (BOMD) scheme, using a linear scaling density functional theory (DFT) approach. An integration scheme for this canonical-ensemble extended Lagrangian BOMD is developed and discussed in the context of the Liouville operator formulation. Linear scaling DFT canonical-ensemble extended Lagrangian BOMD simulations are tested on bulk silicon and silicon carbide systems to evaluate our integration scheme. The results show that the conserved quantity remains stable with no systematic drift even in the presence of the thermostat.