We measure the thermophoresis of polysterene beads over a wide range of temperature gradients and find a pronounced nonlinear phoretic characteristic. The transition to the nonlinear behavior is marked by a drastic slowing down of thermophoretic motion and is characterized by a Péclet number of order unity as corroborated for different particle sizes and salt concentrations. The data follow a single master curve covering the entire nonlinear regime for all system parameters upon proper rescaling of the temperature gradients with the Péclet number. For low thermal gradients, the thermal drift velocity follows a theoretical linear model relying on the local-equilibrium assumption, while linear theoretical approaches based on hydrodynamic stresses, ignoring fluctuations, predict significantly slower thermophoretic motion for steeper thermal gradients. Our findings suggest that thermophoresis is fluctuation dominated for small gradients and crosses over to a drift-dominated regime for larger Péclet numbers in striking contrast to electrophoresis.