The collective moment of inertia is derived analytically within the cranking model in the adiabatic mean-field approximation at finite temperature. Using the nonperturbative periodic-orbit theory the semiclassical shell-structure components of the collective moment of inertia are obtained for any potential well. Their relation to the free-energy shell corrections are found semiclassically as being given through the shell-structure components of the rigid-body moment of inertia of the statistically equilibrium rotation in terms of short periodic orbits. Shell effects in the moment of inertia disappear exponentially with increasing temperature. For the case of the harmonic-oscillator potential one observes a perfect agreement between semiclassical and quantum shell-structure components of the free energy and the moment of inertia for several critical bifurcation deformations and several temperatures.

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