In order to simulate the contact condition factually and improve computational efficiency, an adaptive meshless model for asperity thermal elasto-plastic contacts is developed to investigate the influences of the steady-state frictional heating on the contact performance of surface asperities and consider the temperature-dependent material properties. In this paper, the local adaptive refinement strategy and the strain energy gradient-based error estimation model are combined. EFG-FE coupling meshless method for thermal elasto-plastic contact problems using the initial stiffness method is presented. An adaptive EFG-FE meshless model and its programming for thermal elasto-plastic contact problems are given. This adaptive EFG-FE coupling meshless model takes into account the asperity distortion caused by the temperature variation in a tribological process, micro plastic flow of surface asperities, the coupled thermo-elasto-plastic behavior and the strain-hardening property of the materials. The thermal effects on the contact pressure, real area of contact, and stresses with different frictional heat inputs under the thermal elasto-plastic contact conditions are studied using the adaptive meshless method. The thermal elasto-plastic rough surface contacts including elastic-perfectly-plastic and elasto-plastic properties are investigated, respectively. By comparing the contact pressure and the von Mises stress distributions of every refinement stage with the solution from the uniform refinement model, the accuracy of the solutions from the adaptive refinement model is satisfactory but the cost of the CPU time is much less than that for the uniform refinement calculation.