Variation of temperature is a primary environmental factor that affects the behavior of structures. Therefore, understanding the mechanisms of normal temperature-induced variations of structural behavior would help in distinguishing them from anomalies. In this study, we used the structural health monitoring data of the Shanghai Yangtze River Bridge, a steel girder cable-stayed bridge, to investigate the mechanisms of thermally induced vertical deflection (D-T) at mid-span of such bridges. The D-T results from a multisource combination of thermal expansion effects of the cable temperature (T-Cab), girder temperature (T-Gir), girder differential temperature (T-Dif), and tower temperature (T-Tow). It could be approximated by multiple linear superpositions under operational conditions. The sensitivities of DT of the Shanghai Yangtze River Bridge to the above temperatures were in the following order: T-Cab >T-Gir >T-Tow >T-Dif. However, the direction of the effect of TCab was observed to be opposite to that of the other three temperatures, and the magnitudes of the effects of TCab and TGir were found to be almost one order greater than those of T-Dif and T-Tow. The mechanisms of the thermally induced vertical deflection variation at mid-span of a cable-stayed bridge as well as the analytical methodology adopted in this study could be applicable for other long-span cable-stayed bridges.