MEMS-based microcantilevers have been proposed for a variety of biological and chemical sensing applications. Measuring the magnitude of microcantilever deflection due to adsorption-induced bending, and following the variation in the resonant frequency of the microcantilevers due to the adsorbed mass are two techniques commonly employed for sensing analytes. Apart from possessing a high level of sensitivity to small changes in mass, microcantilevers are also very sensitive to small changes in temperature and hence the flow of heat. One way of achieving high sensitivity in thermal measurements is by using a bimaterial microcantilever and measuring its deflection as a result of thermal fluctuations. Commercially available piezoresistive microcantilevers are an example of bimaterial cantilevers and in this study, we propose the use of such cantilevers for sensing explosives. We show that sensing can be accomplished by following the differences in the thermal response of the cantilevers introduced by the presence of explosives adsorbed from the vapor phase onto the surface of the cantilever. We discuss the issues involved in determining the sensitivity of detection and selectivity of detection.