In this work we present the results of our investigation of the thermodynamics of SU(2) gauge theory. We employ a Symanzik improved action to reduce strongly the discretisations effects, and we use the scaling relations to take into account the finite volume effects close to the critical temperature. We determine the beta-function for this particular theory and we use it in the determination of different thermodynamic observables. Finally we compare our results with previous work where only the standard Wilson action was considered. We confirm the relevance of using the improved action to access easily the correct continuum thermodynamics of the theory.