Yep, move the thermostat. As you rightly said, it is doing it's job by regulating the heat. Unfortunately the heat is limited to the room it is in, because of the stove. I presume it is wired, and is most likely on mains power, i.e. 220V. So you would need to get a professional. The easiest, if possible, would be to move it to the other side of the wall it is on, e.g. if the other side of the wall is in the hall, then boring a hole through and just moving and reconnecting it would work. If it is on a stud partition, even easier. If this is not possible, then chasing the wiring (hopefully in a conduit) and installing it in a different location is an answer.
Another option, if the one above is not viable, is to replace it with a wireless thermostat, e.g. the Danfoss TP series. This does the same task, but without all the mess of rewiring.