The thermo-rheological characteristics of a fumed silica lubricating grease in linear and nonlinear oscillatory experiments have been investigated. The material rheological behavior represents a soft solid being thermo-rheologically complex. There is an abnormal temperature dependency in the range of - 10 to 10 A degrees C which is related to the phase transition of the base oil. The dynamic moduli data in linear viscoelastic envelop (LVE) have been modeled using mode-coupling theory (MCT) in the whole temperature range. Two main relaxation mechanisms can be identified through linear and nonlinear viscoelastic properties related to interaction of the primary particle and its neighbor particles as well as a slow relaxation process which represents the escape of this particle from its "cage". Finally, it is demonstrated that the dominant yielding process in large amplitude oscillatory experiments can be explained based on either particle cage rupture (consistent with MCT framework) or particle "hopping" out of its cage proposed in soft glassy rheology (SGR) model. It will be discussed that the governing mechanism depends on the applied frequency.