We provide an interpretation of the structure functions of a thermal medium such as the quark-gluon plasma in terms of the scattering of an incoming electron on the medium via the exchange of a spacelike photon. We then focus on the deep-inelastic scattering (DIS) regime, and formulate the corresponding moment sum rules obeyed by the structure functions. Accordingly, these moments are given by the thermal expectation value of twist-two operators, which is computable from first principles in lattice QCD for the first few moments. We also show how lattice QCD calculations can be used to probe how large the photon virtuality needs to be in order for the Bjorken scaling of structure functions to set in. Finally, we provide the parton-model interpretation of the structure functions in the Bjorken limit and test its consistency. As in DIS on the proton, the kinematic variable x is proportional to the longitudinal momentum carried by the partons, however x ranges from zero to infinity. Choosing the parton momentum parametrization to be xT u where u is the fluid four-velocity and T its temperature in the rest frame, the parton distribution function for a plasma of non-interacting quarks is proportional to x log(1 + e−x/2).