We study correlations in fermionic lattice systems with long-range interactions in thermal equilibrium. We prove a bound on the correlation decay between anticommuting operators and generalize a long-range Lieb-Robinson-type bound. Our results show that in these systems of spatial dimension D with, not necessarily translation invariant, two-site interactions decaying algebraically with the distance with an exponent α≥2D, correlations between such operators decay at least algebraically to 0 with an exponent arbitrarily close to α at any nonzero temperature. Our bound is asymptotically tight, which we demonstrate by a high temperature expansion and by numerically analyzing density-density correlations in the one-dimensional quadratic (free, exactly solvable) Kitaev chain with long-range pairing.