Since thermal gradients are almost everywhere, thermosensation could represent one of the oldest sensory transduction processes that evolved in organisms. There are many examples of temperature changes affecting the physiology of living cells. Almost all classes of biological macromolecules in a cell (nucleic acids, lipids, proteins) can present a target of the temperature-related stimuli. This review discusses some features of different classes of temperature-sensing molecules as well as molecular and biological processes that involve thermosensation. Biochemical, structural, and thermodynamic approaches are applied in the paper to organize the existing knowledge on molecular mechanisms of thermosensation. Special attention is paid to the fact that thermosensitive function cannot be assigned to any particular functional group or spatial structure but is rather of universal nature. For instance, the complex of thermodynamic, structural, and functional features of hemoglobin family proteins suggests their possible accessory role as “molecular thermometers”.