Introduction: The choice of materials for covering plantar orthoses or wearable insoles is often based on their hardness, breathability, and moisture absorption capacity, although more due to professional preference than clear scientific criteria. An analysis of the thermal response to the use of these materials would provide information about their behavior; hence, the objective of this study was to assess the temperature of three lining materials with different characteristics. Materials and Methods: The temperature of three materials for covering plantar orthoses was analyzed in a sample of 36 subjects (15 men and 21 women, aged 24.6 ± 8.2 years, mass 67.1 ± 13.6 kg, and height 1.7 ± 0.09 m). Temperature was measured before and after 3 h of use in clinical activities, using a polyethylene foam copolymer (PE), ethylene vinyl acetate (EVA), and PE-EVA copolymer foam insole with the use of a FLIR E60BX thermal camera. Results: In the PE copolymer (material 1), temperature increases between 1.07 and 1.85 °C were found after activity, with these differences being statistically significant in all regions of interest (p < 0.001), except for the first toe (0.36 °C, p = 0.170). In the EVA foam (material 2) and the expansive foam of the PE-EVA copolymer (material 3), the temperatures were also significantly higher in all analyzed areas (p < 0.001), ranging between 1.49 and 2.73 °C for EVA and 0.58 and 2.16 °C for PE-EVA. The PE copolymer experienced lower overall overheating, and the area of the fifth metatarsal head underwent the greatest temperature increase, regardless of the material analyzed. Conclusions: PE foam lining materials, with lower density or an open-cell structure, would be preferred for controlling temperature rise in the lining/footbed interface and providing better thermal comfort for users. The area of the first toe was found to be the least overheated, while the fifth metatarsal head increased the most in temperature. This should be considered in the design of new wearables to avoid excessive temperatures due to the lining materials.