We study the exact statistical mechanics of Lam\'e solitons using a transfer
matrix method. This requires a knowledge of the first forbidden band of the
corresponding Schr\"odinger equation with the periodic Lam\'e potential. Since
the latter is a quasi-exactly solvable system, an analytical evaluation of the
partition function can be done only for a few temperatures. We also study
approximately the finite temperature thermodynamics using the ideal kink gas
phenomenology. The zero-temperature "thermodynamics" of the soliton lattice
solutions is also addressed. Moreover, in appropriate limits our results reduce
to that of the sine-Gordon problem.