This work presents a multi-scale modelling framework for thermo-mechanical behaviour of Compacted Graphite Iron cast iron. A general thermo-elasto-visco-plastic model is developed to describe the matrix (pearlite) behavior under thermo-mechanical cyclic loading, for which the parameters are identified from tests on pearlitic steel. The pearlite model takes into account the temperature dependent rate-dependency and kinematic hardening. The importance of properly accounting for the graphite anisotropy is emphasised, for which a numerical procedure for estimating the local anisotropy directions from the graphite particle geometry and experimental observations is proposed. A high quality conforming finite element mesh is generated on a representative volume element using discrete voxelized microstructural data in combination with signed distance functions from the interfaces. For fully constraint thermal cyclic loading conditions with different holding times, the capabilities of the developed multi-scale model are demonstrated at both scales: the macroscale, where the simulation results are in very good agreement with the experimental data, and the microscale, providing the evolution of local fields.