Infrared thermography can be used to evaluate the inflammation characterizing the joint environment of OA knees, but there is limited evidence on the response to physical exercise. Identifying the response to exercise of OA knees and the influencing variables could provide important information to better profile patients with different knee OA patterns. Sixty consecutive patients (38 men/22 women, 61.4 ± 9.2 years) with symptomatic knee OA were enrolled. Patients were evaluated with a standardized protocol using a thermographic camera (FLIR-T1020) positioned at 1 m with image acquisition of an anterior view at baseline, immediately after, and at 5 min after a 2-min knee flexion–extension exercise with a 2 kg anklet. Patients’ demographic and clinical characteristics were documented and correlated with the thermographic changes. This study demonstrated that the temperature response to exercise in symptomatic knee OA was affected by some demographic and clinical characteristics of the assessed patients. Patients with a poor clinical knee status presented with a lower response to exercise, and women showed a greater temperature decrease than men. Not all evaluated ROIs showed the same trend, which underlines the need to specifically study the different joint subareas to identify the inflammatory component and joint response while investigating knee OA patterns.