We present thermal mass loss calculations over evolutionary time scales for the investigation if the smallest transiting rocky exoplanets CoRoT-7b (∼1.68REarth) and Kepler-10b (∼1.416REarth) could be remnants of an initially more massive hydrogen-rich gas giant or a hot Neptune-class exoplanet. We apply a thermal mass loss formula which yields results that are comparable to hydrodynamic loss models. Our approach considers the effect of the Roche lobe, realistic heating efficiencies and a radius scaling law derived from observations of hot Jupiters. We study the influence of the mean planetary density on the thermal mass loss by placing hypothetical exoplanets with the characteristics of Jupiter, Saturn, Neptune, and Uranus to the orbital location of CoRoT-7b at 0.017 AU and Kepler-10b at 0.01684 AU and assuming that these planets orbit a K- or G-type host star. Our findings indicate that hydrogen-rich gas giants within the mass domain of Saturn or Jupiter cannot thermally lose such an amount of mass that CoRoT-7b and Kepler-10b would result in a rocky residue. Moreover, our calculations show that the present time mass of both rocky exoplanets can be neither a result of evaporation of a hydrogen envelope of a "Hot Neptune" nor a "Hot Uranus"-class object. Depending on the initial density and mass, these planets most likely were always rocky planets which could lose a thin hydrogen envelope, but not cores of thermally evaporated initially much more massive and larger objects.