Heat stress is a condition that can affect the health, performance, and welfare of farm animals. The perception of thermal stress leads to the activation of the autonomic nervous system to start a series of physiological and behavioral mechanisms to restore thermostability. One of these mechanisms is vasodilation of peripheral blood vessels to increase heat loss through the skin. Due to this aspect, infrared thermography has been suggested as a method to assess the thermal state of animals and predict rectal temperature values noninvasively. However, it is important to consider that predicting rectal temperature is challenging, and its association with IRT is not always a direct linear relationship. The present review aims to analyze the neurobiological response associated with heat stress and how thermal imaging in different thermal windows can be used to recognize heat stress in farmed ungulates.