The thermosphere is the first layer of the atmosphere where there are enough heavier molecules (oxygen) to absorb a significant anount of the Sun's radiation. Below the thermosphere, much of the heat is dissipated by convective currents.
Although technically "hot", the gas in the thermosphere is so thin that it can pass little heat to other molecules, and loss of heat by radiation would still cool objects in this part of the atmosphere.
the sun's radiation strikes it first
mesophere
ionosphere