Thermal Imaging (Infrared-Imaging-IRI) is a promising new technique for psychophysiological research and application. Unlike traditional physiological measures (like skin conductance and heart rate), it is uniquely contact-free, substantially enhancing its ecological validity. Investigating facial regions and subsequent reliable signal extraction from IRI data is challenging due to head motion artefacts. Exploiting its potential thus depends on advances in analytical methods. Here, we developed a novel semi-automated thermal signal extraction method employing deep learning algorithms for facial landmark identification. We applied this method to physiological responses elicited by a sudden auditory stimulus, to determine if facial temperature changes induced by a stimulus of a loud sound can be detected. We compared thermal responses with psycho-physiological sensor-based tools of galvanic skin response (GSR) and electrocardiography (ECG). We found that the temperatures of selected facial regions, particularly the nose tip, significantly decreased after the auditory stimulus. Additionally, this response was quite rapid at around 4-5 seconds, starting less than 2 seconds following the GSR changes. These results demonstrate that our methodology offers a sensitive and robust tool to capture facial physiological changes with minimal manual intervention and manual pre-processing of signals. Newer methodological developments for reliable temperature extraction promise to boost IRI use as an ecologically-valid technique in social and affective neuroscience.