We study aspects of d-dimensional black holes with two electric charges, corresponding to fundamental strings with generic momentum and winding on an internal circle. The perturbative alpha' corrections to such black holes and their gravitational thermodynamics are obtained. The latter are derived using the Euclidean approach and the Wald formula for the entropy. We find that the entropy and the charge/mass ratio of black holes increase in alpha' for any mass and charges, and in all dimensions.