We study the thermal depinning of single fluxons in rings made of Josephson junctions. Due to thermal fluctuations a fluxon can be excited from its energy minima and move through the array, causing a voltage across each junction. We find that for the initial depinning, the fluxon behaves as a single particle and follows a Kramers-type escape law. However, under some conditions this single-particle description breaks down. At low values of the discreteness parameter and low values of the damping, the depinning rate is larger than what the single-particle result would suggest. In addition, for some values of the parameters the fluxon can undergo low-voltage diffusion before switching to the high-voltage whirling mode. This type of diffusion is similar to phase diffusion in a single junction but occurs without frequency-dependent damping. We study the switching to the whirling state as well.