Albeit mechanochemistry is a novel promising technology that give access to reactivity under solvent‐free conditions, heating such reactions is sometimes compulsory to obtain satisfactory results in terms of conversion, selectivity and/or yield. In this work, we developed a novel approach using a dye that absorbs NIR photons and release the energy as heat. Hence, de novo milling jars in epoxy resin doped with the dye were thus produced to obtain reactors that would produce heat upon irradiation at 850 nm. Temperature profiles were recorded, depending on the irradiance, dye charge in the resin, and milling frequency, showing an excellent control of the temperature. The usefulness of the heating jar was then demonstrated in mechanochemical reactions that are known to require heat to yield the desired product, namely Diels‐Alder reactions with high activation energies and the newly developed rearrangement of a sydnone into corresponding 1,3,4‐oxadiazolin‐2‐one.