We present a general unified approach for the study of quantum thermal machines, including both heat engines and refrigerators, operating under periodic adiabatic driving and in contact with thermal reservoirs kept at different temperatures. We show that many observables characterizing this operating mode and the performance of the machine are of geometric nature. Heat-work conversion mechanisms and dissipation of energy can be described, respectively, by the antisymmetric and symmetric components of a thermal geometric tensor defined in the space of time-dependent parameters generalized to include the temperature bias. The antisymmetric component can be identified as a Berry curvature, while the symmetric component defines the metric of the manifold. We show that the operation of adiabatic thermal machines, and consequently also their efficiency, are intimately related to these geometric aspects. We illustrate these ideas by discussing two specific cases: a slowly driven qubit asymmetrically coupled to two bosonic reservoirs kept at different temperatures, and a quantum dot driven by a rotating magnetic field and strongly coupled to electron reservoirs with different polarizations. Both examples are already amenable for experimental verification.