In the wake of the rapid deployment of large-scale low-Earth orbit satellite constellations, exploiting the full computing potential of Commercial Off-The-Shelf (COTS) devices in these environments has become a pressing issue. However, understanding this problem is far from straightforward due to the inherent differences between the terrestrial infrastructure and the satellite platform in space. In this paper, we take an important step towards closing this knowledge gap by presenting the first measurement study on the thermal control, power management, and performance of COTS computing devices on satellites. Our measurements reveal that the satellite platform and COTS computing devices significantly interplay in terms of the temperature and energy, forming the main constraints on satellite computing. Further, we analyze the critical factors that shape the characteristics of onboard COTS computing devices. We provide guidelines for future research on optimizing the use of such devices for computing purposes. Finally, we have released the datasets to facilitate further study in satellite computing.