We investigate a classical analogue of electromagnetically induced transparency (EIT) currently popular in quantum electronics. We consider EIT for electron cyclotron waves in a finite-temperature plasma. We derive an expression for the effective refractive index of an electromagnetic wave and study the dispersion and absorption of this wave under EIT conditions. Allowance for thermal motion is shown to change radically the behaviour of the dispersion curves for the probe wave in the EIT region compared with the case of a cold plasma. The influence of possible parametric instability on the EIT effect is discussed.