To add to the other comment mentioning the cosmic microwave background, consider that thermometers measure _their own_ temperature, not the one of their surroun

To add to the other comment mentioning the cosmic microwave background, consider that thermometers measure _their own_ temperature, not the one of their surroundings. This nitpick is actually important here, because it explains how temperature can be measured even in complete (massive+free particle) vacuum. Whenever there is energy transfer into the thermometer, and the CMB does just that, you measure temperature. Related fun fact: the vacuum of space is not only very very cold, but also very insulating. Space suits have to be fitted with a cooling system, otherwise the heat of the astronaut's body and suit electronics would become too warm, even though it's 2.7K all around them.