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Steady-state clouds of microparticles were observed, levitating in a low-frequency glow discharge generated in an elongated vertical glass tube. A heated ring was attached to the tube wall outside, so that the particles, exhibiting a global convective motion, were confined vertically in the region above the location of the heater. It is shown that the particle vortices were induced by the convection of neutral gas, and the mechanism responsible for the gas convection was the thermal creep along the inhomogeneously heated tube walls. The phenomenon of thermal creep, which commonly occurs in rarefied gases under the presence of thermal gradients, should generally play a substantial role in experiments with complex plasmas.