We study two different models of optomechanical systems where a temperature gradient between two radiation baths is exploited for inducing self-sustained coherent oscillations of a mechanical resonator. Viewed from a thermodynamic perspective, such systems represent quantum instances of self-contained thermal machines converting heat into a periodic mechanical motion and thus they can be interpreted as nano-scale analogues of macroscopic piston engines. Our models are potentially suitable for testing fundamental aspects of quantum thermodynamics in the laboratory and for applications in energy efficient nanotechnology.