Thomas, 74, had been receiving chemotherapy for acute myeloid leukemia, KGWN-TV in Cheyenne, Wyo., reported.
Thomas was hospitalized with pneumonia just before the 2006 election and had to cancel his last campaign stops. He still won election to a third term with 70 percent of the vote, watching the election results come in from his hospital bed. He announced he had been diagnosed with leukemia two days later.
Wyoming Gov. Dave Freudenthal, a Democrat, will appoint a successor from one of three finalists chosen by the state Republican party, the TV station said.
In one of the first reactions to Thomas' death, Senate Republican Leader Mitch McConnell said the Senate is "a lesser place without Craig here, but the state of Wyoming and our nation are much better places because he was here."