Is it unethical to get paid for the work and time invested in thesis? I'm a student of a technical college. My MSc. final project supervisor liked my work, so he hired me for his company. Where I live, it's actually quite common (my bachelor thesis professor also hired me for a part time job, but that was after I've finished my bachelor's degree).

The thing is, that the research I'll be doing for the thesis is closely related to my work in the company: basically what I do in the company is just application of the research I do for my thesis. Is it ethically acceptable to claim hours I've spent on doing the research and experiments for my thesis and get paid for the time spent this way? 

I think my supervisor is okay with that and he would pay me without blinking an eye, but how about the university? Is it ethical? And if not, where do I draw the line between my paid job and my thesis work if they are so closely related?
That is totally fine, many people do a master thesis in an official cooperation with a company. University hasn't hired you for your studies, and the diploma is not your "payment".

Who might be in trouble is your professor and his company, if he hasn't cleared this with the university officials. Because he has a contract with the university, and they have some rights to your results, because they provided the lab, provided your professor, etc.