Molecules drift along temperature gradients, an effect called thermophoresis, the Soret effect, or thermodiffusion. In liquids, its theoretical foundation is the subject of a long-standing debate. By using an all-optical microfluidic fluorescence method, we present experimental results for DNA and polystyrene beads over a large range of particle sizes, salt concentrations, and temperatures. The data support a unifying theory based on solvation entropy. Stated in simple terms, the Soret coefficient is given by the negative solvation entropy, divided by kT. The theory predicts the thermodiffusion of polystyrene beads and DNA without any free parameters. We assume a local thermodynamic equilibrium of the solvent molecules around the molecule. This assumption is fulfilled for moderate temperature gradients below a fluctuation criterion. For both DNA and polystyrene beads, thermophoretic motion changes sign at lower temperatures. This thermophilicity toward lower temperatures is attributed to an increasing positive entropy of hydration, whereas the generally dominating thermophobicity is explained by the negative entropy of ionic shielding. The understanding of thermodiffusion sets the stage for detailed probing of solvation properties of colloids and biomolecules. For example, we successfully determine the effective charge of DNA and beads over a size range that is not accessible with electrophoresis.