Infrared thermography (IRT) is a non-ionizing, non-invasive technique that permits evaluating the comfort levels of animals, a topic of concern due to the growing interest in determining the state of health and welfare of production animals. The operating principle of IRT is detecting the heat irradiated in anatomical regions characterized by a high density of near-surface blood vessels that can regulate temperature gain or loss from/to the environment by modifying blood flow. This is essential for understanding the various vascular thermoregulation mechanisms of different species, such as rodents and ruminants’ tails. The usefulness of ocular, nasal, and vulvar thermal windows in the orbital (regio orbitalis), nasal (regio nasalis), and urogenital (regio urogenitalis) regions, respectively, has been demonstrated in cattle. However, recent evidence for the river buffalo has detected discrepancies in the data gathered from distinct thermal regions in these large ruminants, suggesting a limited sensitivity and specificity when used with this species due to various factors: the presence of hair, ambient temperature, and anatomical features, such as skin thickness and variations in blood supplies to different regions. In this review, a literature search was conducted in Scopus, Web of Science, ScienceDirect, and PubMed, using keyword combinations that included “infrared thermography”, “water buffalo”, “river buffalo” “thermoregulation”, “microvascular changes”, “lacrimal caruncle”, “udder”, “mastitis”, and “nostril”. We discuss recent findings on four thermal windows—the orbital and nasal regions, mammary gland in the udder region (regio uberis), and vulvar in the urogenital region (regio urogenitalis)—to elucidate the factors that modulate and intervene in validating thermal windows and interpreting the information they provide, as it relates to the clinical usefulness of IRT for cattle (Bos) and the river buffalo (Bubalus bubalis).