The behavioural state of animals has profound effects on neuronal information processing. Locomotion changes the response properties of visual interneurons in the insect brain, but it is still unknown if it also alters the response properties of photoreceptors. Photoreceptor responses become faster at higher temperatures. It has therefore been suggested that thermoregulation in insects could improve temporal resolution in vision, but direct evidence for this idea has so far been missing. Here, we compared electroretinograms from the compound eyes of tethered bumblebees that were either sitting or walking on an air-supported ball. We found that the visual processing speed strongly increased when the bumblebees were walking. By monitoring the eye temperature during recording, we saw that the increase in response speed was in synchrony with a rise in eye temperature. By artificially heating the head, we show that the walking-induced temperature increase of the visual system is sufficient to explain the rise in processing speed. We also show that walking accelerates the visual system to the equivalent of a 14-fold increase in light intensity. We conclude that the walking-induced rise in temperature accelerates the processing of visual information—an ideal strategy to process the increased information flow during locomotion.