This report proposes a thermal media system, ThermOn, which enables users to feel dynamic hot and cold sensations on their body corresponding to the sound of music. Thermal sense plays a significant role in the human recognition of environments and influences human emotions. By employing thermal sense in the music experience, which also greatly affects human emotions, we have successfully created a new medium with an unprecedented emotional experience. With ThermOn, a user feels enhanced excitement and comfort, among other responses. For the initial prototype, headphone-type interfaces were implemented using a Peltier device, which allows users to feel thermal stimuli on their ears. Along with the hardware, a thermal-stimulation model that takes into consideration the characteristics of human thermal perception was designed. The prototype device was verified using two methods: the psychophysical method, which measures the skin potential response and the psychometric method using a Likert-scale questionnaire and open-ended interviews. The experimental results suggest that ThermOn (a) changes the impression of music, (b) provides comfortable feelings, and (c) alters the listener's ability to concentrate on music in the case of a rock song. Moreover, these effects were shown to change based on the methods with which thermal stimuli were added to music (such as temporal correspondence) and on the type of stimuli (warming or cooling). From these results, we have concluded that the ThermOn system has the potential to enhance the emotional experience when listening to music.