Motor imagery-based brain-computer interfaces (MI-BCIs) enable users to control digital devices by performing motor imagery tasks while their brain activity is recorded, typically using electroencephalography. Performing MI is challenging, especially for novices. To tackle this challenge, neurofeedback (NFB) training is frequently used and usually relies on visual feedback to help users learn to modulate the activity of their sensorimotor cortex when performing MI tasks. Improving the feedback provided during these training is essential. This study investigates the feasibility and effectiveness of using thermal feedback for MI-based NFB compared to visual feedback. Thirteen people participated to a NFB training session with visual-only, thermal-only, and combined visuo-thermal feedback. Both visual-only and combined visuo-thermal feedback elicited significantly greater desynchronization over the sensorimotor cortex compared to thermal-only feedback. No significant difference between visual-only and combined visuo-thermal feedback was found, thermal feedback thus not impairing visual feedback. This study outlines the need for further exploration of alternative feedback modalities in BCI research.