We address the presence of bound entanglement in strongly interacting spin systems at thermal equilibrium. In particular, we consider thermal graph states composed of an arbitrary number of particles. We show that for a certain range of temperatures no entanglement can be extracted by means of local operations and classical communication, even though the system is still entangled. This is found by harnessing the independence of the entanglement in some bipartitions of such states with the system's size. Specific examples for one- and two-dimensional systems are given. Our results thus prove the existence of thermal bound entanglement in an arbitrary large spin system with finite-range local interactions.