Small 8W heaters probably don't need it but it isn't going to hurt to have one. I lost a baby due to not having a thermostat on a heatcord and that was a stupid mistake I will never do again. Even though there was 20c gradient from one end to the other of his click clack, the only place I had for him to hide was over his heat. He didn't come out and was badly burnt. I did notice his drying skin but I thought he was going to have a bad shed and did not relate it to the heat. That afternoon he had a raw spot burn on him. I did seek immediate vet attention for him and he survived another 4 weeks looking like he was going to be ok. But, he began to bleed everytime he moved and then died whilst shedding
Be safe, use a thermostat.
