You may not paint or cover the thermostat. This can cause problems with the sensors present in the thermostat. Dyeing the thermostat also has an impact on the warranty of the product.
You can, however, paint the finishing plate that comes with the thermostat. Make sure the plate is completely dry before you place the thermostat on it.
If you’d like to match the thermostat with your interior, consider Nest thermostats. These are available with different colour rings.