Mid-infrared Er:CaF2 laser operating on the 4I11/2 → 4I13/2 transition is developed. Its power scaling capabilities and thermo-optics (fractional heat loading and thermal lensing) are compared under pumping into the 4I11/2 and 4I9/2 states. Using a 4.5 at.% Er:CaF2 crystal, a record-high continuous-wave output power of 0.83 W is achieved at 2800 nm with a slope efficiency of 31.6% and a laser threshold of 24 mW and the fractional heat loading is measured under lasing and non-lasing conditions, yielding the values of 52.0% and 71.7%, respectively (for pumping at 967.6 nm, into the 4I11/2 state). The thermal lens in Er:CaF2 is negative (divergent) owing to the negative thermo-optic coefficient and large and negative contribution of the photo-elastic effect. The sensitivity factors of the thermal lens are Mr = -4.84 and Mθ = -5.15 [m-1/(kW/cm2)] and the astigmatism degree is as low as 6%. When pumping into the higher lying 4I9/2 manifold, the thermal lens is enhanced owing to the additional heat generation from the multiphonon non-radiative path from this state, and the laser slope efficiency is deteriorated.