In this work, new absorbing boundary conditions (ABCs) for a wave equation with a temperature-dependent speed of sound are proposed. Based on the theory of pseudo-differential calculus, first- and second-order ABCs for the one- and two-dimensional wave equations are derived. Both boundary conditions are local in space and time. The well-posedness of the wave equation with the developed ABCs is shown through the reduction of the original problem to an equivalent one for which the uniqueness and existence of the solution has already been established. Although the second-order ABC is more accurate, the numerical realization is more challenging. Here we use a Lagrange multiplier approach which fits into the abstract framework of saddle point formulations and yields stable results. Numerical examples illustrating stability, accuracy and flexibility of the ABCs are given. As a test setting, we perform computations for a high-intensity focused ultrasound (HIFU) application, which is a typical thermo-acoustic multi-physics problem.