Unparticle \U with scaling dimension d_\U has peculiar thermal properties
due to its unique phase space structure. We find that the equation of state
parameter \omega_\U, the ratio of pressure to energy density, is given by
1/(2d_\U +1) providing a new form of energy in our universe. In an expanding
universe, the unparticle energy density \rho_\U(T) evolves dramatically
differently from that for photons. For d_\U >1, even if \rho_\U(T_D) at a
high decoupling temperature TD is very small, it is possible to have a large
relic density \rho_\U(T^0_\gamma) at present photon temperature Tγ0,
large enough to play the role of dark matter. We calculate TD and
\rho_\U(T^0_\gamma) using photon-unparticle interactions for illustration.Comment: 5 pages; v3, journal version