This paper describes a study of the thermal behaviour of fully packaged Caesium vapour cell developed in the framework of the European collaborative research project called "MEMS atomic clocks for timing, frequency control and communications (MAC-TFC)". This cell, along with various electronic and optical components, is embedded in a Low Temperature Co-fired Ceramics (LTCC) structure, in order to build a compact MEMS-based atomic clock. Functioning of such atomic clock depends on inner and outer environment of the Cs vapour cell, including parameters such as pressure and temperature of buffer gas. This paper is then devoted to study the thermal behaviour of a fully LTCC-packaged Cs vapour cell according to the ambient temperature change when it is locally temperature controlled. Simulations have been carried out by using analytical modelling and finite element based softwares. Different solutions concerning the LTCC structure such as bridges/suspensions, vacuum environment, metallic coating, as well as the optimal positions of the temperature-control elements have been investigated. Finally, preliminary experiments based on a prototype resulting from this study are presented and an additional solution based on the dynamic adjustment of the set temperature as a function of the ambient temperature is proposed.