A system for delivering thermal therapy to a treated body portion of a subject. The system preferably includes a therapy compress having at least one pocket or retainer, and at least one self-heating element configured for removable insertion within the at least one pocket of the therapy compress. In some example embodiments the therapy compress is in the form of an eye mask having first and second eye-covering lobes, each eye-covering lobe having a pocket for receiving a self-heating element. In some example embodiments the at least one self-heating element is air or oxygen activated, for example including a zinc-based self-heating material.