Analysis of extremal behavior of stochastic processes is a key ingredient in a wide variety of applications, including probability, statistical physics, theoretical computer science, and learning theory. In this paper, we consider centered Gaussian processes on finite index sets and investigate expected values of their smoothed, or ``soft,'' maxima. We obtain upper and lower bounds for these expected values using a combination of ideas from statistical physics (the Gibbs variational principle for the equilibrium free energy and replica-symmetric representations of Gibbs averages) and from probability theory (Sudakov minoration). These bounds are parametrized by an inverse temperature $β> 0$ and reduce to the usual Gaussian maximal inequalities in the zero-temperature limit $β\to \infty$. We provide an illustration of our methods in the context of the Random Energy Model, one of the simplest models of physical systems with random disorder.