We consider a strongly interacting quantum dot connected to two leads held at quite different temperatures. Our aim is to study the behavior of the Kondo effect in the presence of large thermal biases. We use three different approaches, namely, a perturbation formalism based on the Kondo Hamiltonian, a slave-boson mean-field theory for the Anderson model at large charging energies and a truncated equation-of-motion approach beyond the Hartree-Fock approximation. The two former formalisms yield a suppression of the Kondo peak for thermal gradients above the Kondo temperature, showing a remarkably good agreement despite their different ranges of validity. The third technique allows us to analyze the full density of states within a wide range of energies. Additionally, we have investigated the quantum transport properties (electric current and thermocurrent) beyond linear response. In the voltage-driven case, we reproduce the split differential conductance due to the presence of different electrochemical potentials. In the temperature-driven case, we observe a strongly nonlinear thermocurrent as a function of the applied thermal gradient. Depending on the parameters, we can find nontrivial zeros in the electric current for finite values of the temperature bias. Importantly, these thermocurrent zeros yield direct access to the system's characteristic energy scales (Kondo temperature and charging energy).