Building on the idea of Tolman and Ehrenfest that heat has weight, Luttinger established a deep connection between gravitational fields and thermal transport. However, this relation does not include anomalous quantum fluctuations that become paramount in strongly curved spacetime. In this work, we revisit the celebrated Tolman-Ehrenfest and Luttinger relations and show how to incorporate the quantum energy scales associated with these fluctuations, captured by gravitational anomalies of quantum field theories. We point out that such anomalous fluctuations naturally occur in the quantum atmosphere of a black hole. Our results reveal that analogous fluctuations are also observable in thermal conductors in flat-space time provided local temperature varies strongly. As a consequence, we establish that the gravitational anomalies manifest themselves naturally in non-linear thermal response of a quantum wire. In addition, we propose a systematic way to identify thermal analogues of black hole's anomalous quantum fluctuations associated to gravitational anomalies. We identify their signatures in propagating energy waves following a thermal quench, as well as in the energy density of heating Floquet states induced by repeated thermal quenches.