The problem runs deeper than a fuse.
When a thermal fuse goes over temperature it blows the link permanently. In other words, it shorts out. At that point no more power can flow in the circuit until the fuse is replaced. These things don't reset themselves. They're a sacrificial safety device. The same is true of a standard fuse that gets blown by an excess of current.
The fact that your system comes back to life means that you aren't looking for a fuse. Sam Gangee's advice is bang on. You're either looking for a reason for excessive temperature or excessive current (e.g. faulty or worn speaker wiring, a faulty speaker, or the cooling fan has failed), or you're looking for a silicon component such as a transistor or diode that is going intermittent.
Start your trouble with the simple stuff. Disconnect all the speakers. Turn the receiver on. Check the cooling fan is running, then turn up the volume. If the unit stays on even at maximum volume then you can add back one speaker at a time. Remember to turn down the volume and switch off before remaking the connections. Retest each time you reconnect a speaker. Increase the volume slowly for each test. If you find that one particular speaker causes the system to trip out then either it's something to do with that speaker/cable or it's an issue with that channel on the amp. Swap the good speakers around so you try all the amp channels. That will show you if its a speaker or an amp channel problem.
Once you have eliminated the cooling fan and speakers then you're looking at doing component level diagnosis on the circuit boards. This isn't really for the novice DIYer, so let us know your skill level.