One fascinating high-pressure behavior of tetrahedral glasses and melts is the local coordination change with increasing pressure, which provides a structural basis for understanding numerous anomalies in their high-pressure properties. Because the coordination change is often not retained upon decompression, studies must be conducted in situ. Previous in situ studies have revealed that the short-range order of tetrahedrally structured glasses and melts changes above a threshold pressure and gradually transforms to an octahedral form with further pressure increase. Here, we report a thermal effect associated with the coordination change at given pressures and show distinct thermal behaviors of GeO(2) glass in tetrahedral, octahedral, and their intermediate forms. An unusual thermally induced densification, as large as 16%, was observed on a GeO(2) glass at a pressure of 5.5 gigapascal (GPa), based on in situ density and x-ray diffraction measurements at simultaneously high pressures and high temperatures. The large thermal densification at high pressure was found to be associated with the 4- to 6-fold coordination increase. Experiments at other pressures show that the tetrahedral GeO(2) glass displayed small thermal densification at 3.3 GPa arising from the relaxation of intermediate range structure, whereas the octahedral glass at 12.3 GPa did not display any detectable thermal effects.