According to the nonlinear Schrödinger equation and Poisson equation of thermal diffusion, we investigate the interaction of double beams in (1+2)-dimension thermal nonlocal medium, using the slip-step Fourier algorithm and multi-grid method. The results show that the two beams intertwine with each other during propagation. If the power and the tilt parameter are appropriate, the projections of the trajectories of the beams in (X, Y) plane are approximately circle, even if the incident distance between the beams is changed. Because of the strongly nonlocal property of thermal medium, the influences of boundaries and initial transverse momentum can be felt when beams are far from the boundaries; there will be an oscillatory propagation when the mass center of the input field deviates from sample center or the initial transverse momentum is unequal to zero.