In order to evaluate the capability of carbon nanotube yarn (CNTY)-based composites for self-sensing of temperature, the temperature-dependent electrical resistance of CNTY monofilament composites was investigated using two epoxy resins: one that cures at 130 °C (CNTY/ERHT) and one that cures at room temperature (CNTY/ERRT). The effect of the curing kinetics of these epoxy resins on the electrical response of the embedded CNTY was investigated in prior studies. It was observed that the viscosity and curing kinetics affect the level of wetting and resin infiltration, which govern the electrical response of the embedded CNTY. In this work, the cyclic thermoresistive characterization of CNTY monofilament composites was conducted under heating–cooling, incremental heating–cooling, and incremental dwell cycles in order to study the effect of the curing temperature of the epoxy matrix on the electrical response of the CNTY monofilament composites. Both monofilament composites showed nearly linear and negative temperature coefficients of resistance (TCR) of −7.07 × 10−4 °C−1 for specimens cured at a high temperature and −5.93 × 10−4 °C−1 for specimens cured at room temperature. The hysteresis loops upon heating–cooling cycles were slightly smaller for high-temperature cured specimens in comparison to those cured at room temperature. A combination of factors, such as resin infiltration, curing mechanisms, intrinsic thermoresistivity of CNTY, variations in tunneling and contact resistance between the nanotubes and CNT bundles, and the polymer structure, are paramount factors in the thermoresistive sensitivity of the CNTY monofilament composites.