Motivated by the lack of direct evidence with inelastic neutron scattering of the well documented bound state of Heisenberg ferromagnets, we use the time-dependent Thermal Density Matrix Renormalization Group algorithm to study the temperature dependence of the dynamical spin structure factor of Heisenberg ferromagnetic spin chains. For spin-1/2, we show that the bound state appears as a well defined excitation with significant spectral weight in the temperature range J/10 T J/4, pointing to the possibility of detecting it with inelastic neutron scattering near k = π provided the temperature is neither too low nor too high -at low temperature, the spectral weight only grows as T 3/2 , and at high temperature the bound state peak merges with the two-magnon continuum. For spin-1, the situation is more subtle because the bound state with two neighboring spin flips competes with an anti-bound state with two spin-flips on the same site. As a consequence, the relative spectral weight of the bound state is smaller than for spin-1/2, and a weak resonance due to the anti-bound state appears in the continuum. A clearer signature of the bound state (resp. anti-bound state) can be obtained if a negative (resp. positive) biquadratic interaction is present.