Yes - the thermocouple can be a source of noise; it may collect noise outside the ProboStat and transfer it to the sample or electrode contacts like an antenna. This will be particularly noticeable for high impedance samples, and when using metal outer tubes making other external sources of noise minimal.

An effective way of eliminating this problem is to ground the thermocouple: Connect its negative terminal to ground. This may be done e.g. in the ProboStat or on the terminals temperature controller.

Be sure that you know what you are doing to avoid connecting it to any mains power terminal and to avoid ground loops. Also check that the temperature readings above room temperature remain unaffected so that you still have correct temperature readings and the temperature control of the furnace works properly and safely.

If you have more than one thermocouple in use in the ProboStat you may have to ground all of them.

Another alternative is to replace the instrument reading the thermocouple with another reader.