Although the relationship between temperature and emotional states has been investigated in the field of haptics, it remains unknown if, or in what direction, temperature affects emotional states. We approach this question at the intersection of haptics and psychology using a custom-built thermal device and emotional responses based on photos from the International Affective Picture System (IAPS) library. Unlike past research, this study incorporates deception and a control (i.e., neutral temperature) condition. One hundred and twenty naive subjects reported their emotional responses to fifty-six images varying on normative arousal and valence ratings while being exposed to a cool~(30°C), neutral (33°C), or warm (36°C) temperature applied to the upper back. Participants exposed to warm temperatures reported higher arousal ratings in some image categories than participants exposed to neutral or cool temperatures. Valence ratings were decreased in warm conditions compared to neutral conditions. The emotion wheel was used as a complementary method of affective response measurement, and exploratory analysis methods were implemented. Although the valence and arousal showed statistical significance, the emotion wheel results did not demonstrate any significant differences between the temperature conditions.