Thomas has already played for two clubs on loan this season, under the same boss - Michael Appleton - but at different clubs, Portsmouth and Blackpool.
Thomas joined the Cherries on a permanent basis last January having initially impressed on loan from Crawley Town.
Blues boss Lee Clark told the club's website: "I first became aware of Wes at Bournemouth when I was Huddersfield Town manager and I've always rated him highly.
"He's strong in possession, very quick, has an eye for goal and is capable of playing in a pair or as a lone frontman. He's already done well in the Championship with Blackpool this season and he's a young and hungry player who wants to keep on improving.
"Wes fits the bill as he's exactly the type of player that I've been looking for."