Optofluidics has inspired many promising optical devices. Among them, waveguide bending is an important element for guiding light. Here, we demonstrated the thermal-diffusion liquids, acting as a natural transformation optical material in an annular structure. Compared with conventional step-index waveguide bending, this thermal one enables real-time tunable visible light bends by extreme angles, with nearly no power loss and intensity distribution. This unique light bending is because gradient refractive-index profiles caused by thermal diffusion meet the requirements by transformation optics. The work demonstrates the thermal diffusion in liquids as a natural technology to realize optofluidic gradient-index designs and has potential for tunable optical systems.