It works with Alexa, but isn't built-in.
You can use your Alexa-enabled devices to control Wyze Thermostat with your voice, as with most Wyze devices. Talk about controlling your home!
But Wyze Thermostat does not have Alexa built-in, and does not have an internal speaker. This means that you'll need to own an Echo speaker (or another device with Alexa) to control your thermostat.