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Inelastic neutron scattering (INS) was used to measured phonon dispersions in a single crystal of FeGe₂ with the C16-structure at 300, 500 and 635 K. Phonon density of states (DOS) were also measured on polycrystalline FeGe₂ from 325 to 1050 K, and the Fe partial DOS was obtained from polycrystalline ⁵⁷FeGe₂ by nuclear resonant inelastic x-ray scattering (NRIXS) at 300 K. The thermal broadening of high-energy modes is the dominant feature in the temperature dependence of the phonon spectrum. The energy shifts of the low- and high-energy parts of the spectrum were almost the same. DFT calculations performed with the quasiharmonic approximation (QHA) gave results in reasonable, but not excellent agreement with the experimental thermal energy shifts. The thermal broadening of the phonon spectrum and dispersions, especially at high energies, indicates a significant cubic anharmonicty to second order that should also induce phonon shifts. The different anharmonic contributions largely cancel, however, giving average phonon shifts in fair agreement to calculations with the QHA.