The spatio-temporal distribution characteristics of thermospheric mass density have been given more attention with an increasing demand for spacecraft launches and low Earth orbital prediction. More and more patterns of spatial structure and temporal variation are being discovered. Notwithstanding these developments, the study of spatio-temporal coupling in characteristics analysis remains quite limited. In this study, we use a co-clustering method to explore and analyze the spatio-temporal coupling structural characteristics of thermospheric mass density. The processed GOCE satellite dataset is divided into 5 temporal clusters and 20 spatial clusters by the co-clustering method. In terms of spatial structure, the density has an obvious zonal distribution structure and hemispheric asymmetry. Moreover, due to the influence of the Earth’s magnetic field, there is an average angle about 2.00° between the band structure and the latitudinal circle. In terms of temporal structure, the temporal patterns of density can be grouped into five period types, namely the quiet period, the moderate activity period, the event period, the oscillation period and the recovery period. And significant positive correlation can be found between the F10.7 indices and the temporal density variation. This study explores the spatial structure and temporal pattern of thermospheric mass density and its driving forces from the perspective of spatio-temporal coupling based on a statistical method, which can provide a new idea of spatio-temporal coupling method for spatio-temporal evolution of thermospheric mass density.