The relation between the Fisher information and Rényi dimensions is established: the Fisher information can be expressed as a linear combination of the first and second derivatives of the Rényi dimensions with respect to the Rényi parameter β. The Rényi parameter β is the parameter of the Fisher information. A thermodynamical description based on the Fisher information with β being the inverse temperature is introduced for chaotic systems. The link between the Fisher information and the heat capacity is emphasized, and the Fisher heat capacity is introduced.