An apparatus, system and method of integrating performance monitor data with thermal event information are provided. A thermal event, in this case, is when the temperature of a chip within which is embedded a processor exceeds a user-configurable value while the processor is processing instructions and/or using storage devices that are being monitored. In any event, when the thermal event occurs, the temperature of the chip along with the performance monitor data is stored for future uses, which include performance and diagnostic analyses.