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This paper reports a series of experiments and optimization based on pyroelectric figures of merit (FoMs), which demonstrate that the proper doping of magnesia (MgO) can improve the thermal performance of lithium tantalate (LiTaO3) in infrared sensors. Starting with MgO-doped LiTaO3 grown by the Czochralski method, the heat capacity, pyroelectric coefficients and dielectric parameters of these single crystals are then investigated systematically. By considering the ultraviolet and infrared spectra, the variation of the electrical parameters and the occupation mechanism of MgO doping could be explained. It is found that the dopant increases the Curie temperature and broadens the operating temperature of pyroelectric devices. Notably, compared with congruent LiTaO3, when the doping concentration reaches 5 mol%, the corresponding voltage responsivity and specific detectivity FoMs are enhanced by ten and two times, respectively.