Thermal radiation is a universal property for all objects with temperatures above 0K. Every object with a specific shape and emissivity has its own thermal radiation signature; such signature allows the object to be detected and recognized which can be an undesirable situation. In this paper, we apply transformation optics theory to a thermal radiation problem to develop an electromagnetic illusion by controlling the thermal radiation signature of a given object. Starting from the fluctuation dissipation theorem where thermally fluctuating sources are related to the radiative losses, we demonstrate that it is possible for objects residing in two spaces, virtual and physical, to have the same thermal radiation signature if the complex permittivities and permeabilities satisfy the standard space transformations. We emphasize the invariance of the fluctuation electrodynamics physics under transformation, and show how this result allows the mimicking in thermal radiation. We illustrate the concept using the illusion paradigm in the two-dimensional space and a numerical calculation validates all predictions. Finally, we discuss limitations and extensions of the proposed technique.