Thermal fields bring new opportunities to manipulate colloidal suspensions. Mass anisotropy inside the colloid leads to the thermal orientation effect and to a non-monotonic dependence of the thermophoretic force with the mass of the colloid. We show here that the thermal orientation of these anisotropic colloids can be described using the von Mises probability distribution. We derive equations that link the orientation to the internal degrees of freedom of the colloid, and test these equations using both atomistic and mesoscopic stochastic rotation dynamics simulations. Our approach can be used to describe the thermophoretic response of anisotropic colloids as a function of their size and composition.