Nope. Thermal pads sometimes come with the heatsink (both stock and aftermarket). It is a pad that is already on the heatsink, and it has a type of wax in it. Grease has, well, grease in it. You buy this seperately, though it does sometimes come with the heatsink. Most people prefer Arctic Silver 5, it works very well. It has silver in it, giving better conductivity.