The lining materials of plantar orthoses are chosen for their hardness, breathability, and moisture absorption, but without there being any clear scientific criterion. Thermographic analysis would provide information about the thermal response of the sole of the foot, and would thereby allow the choice to be adapted in accordance with this criterion. The objective of this study was to evaluate plantar temperatures after the use of three materials with different characteristics. Plantar temperatures were analyzed by using a FLIR E60BX thermographic camera on 36 participants (15 men and 21 women, 24.6 ± 8.2 years old, 67.1 ± 13.6 kg, and 1.7 ± 0.09 m). Measurements were made before and after (3 h) the use of three lining materials for plantar orthoses (Material 1: PE copolymer; Material 2: EVA; Material 3: PE–EVA copolymer) on different days. For Material 1 (PE), the temperature under the heel was significantly higher after exercise, increasing from 30.8 ± 2.9 °C to 31.9 ± 2.8 °C (p = 0.008), and negative correlations were found between room temperature and the pre/post temperature difference for the big toe (r = −0.342, p = 0.041) and the 1st metatarsal head (r = ‑0.334, p = 0.046). No significant pre/post temperature differences were found with the other materials. The three materials thermoregulated the plantar surface efficiently by maintaining the skin temperature at levels similar to those evaluated before exercise. If PE is used as a lining material, it should be avoided for the heel area in patients with hyperhidrosis or those with a tendency to suffer from skin pathologies due to excess moisture.