Thermal cameras capture the infrared radiation emitted from a body in a contactless manner and can provide an indirect estimation of the autonomic nervous system (ANS) dynamics through the regulation of the skin temperature. This study investigates the contribution given by thermal imaging for an effective automatic stress detection with the perspective of a contactless stress recognition system. To this aim, we recorded both ANS correlates (cardiac, electrodermal, and respiratory activity) and thermal images from 25 volunteers under acute stress induced by the Stroop test. We conducted a statistical analysis on the features extracted from each signal, and we implemented subject-independent classifications based on the support vector machine model with an embedded recursive feature elimination algorithm. Particularly, we trained three classifiers using different feature sets: the full set of features, only those derived from the peripheral autonomic correlates, and only those derived from the thermal images. Classification accuracy and feature selection results confirmed the relevant contribution provided by the thermal features in the acute stress detection task. Indeed, a combination of ANS correlates and thermal features achieved 97.37% of accuracy. Moreover, using only thermal features we could still successfully detect stress with an accuracy of 86.84% in a contact-free manner.