Simulation of a quantum many-body system at finite temperatures is crucially important but quite challenging. Here we present an experimentally feasible quantum algorithm assisted with continuous variable for simulating quantum systems at finite temperatures. Our algorithm has a time complexity scaling polynomially with the inverse temperature and the desired accuracy. We demonstrate the quantum algorithm by simulating a finite temperature phase diagram of the quantum Ising and Kitaev models. It is found that the important crossover phase diagram of the Kitaev ring can be accurately simulated by a quantum computer with only a few qubits and thus the algorithm may be implementable on current quantum processors. We further propose a protocol with superconducting or trapped ion quantum computers.