Thermoregulation in newborn mammals is an essential species-specific mechanism of the nervous system that contributes to their survival during the first hours and days of their life. When exposed to cold weather, which is a risk factor associated with mortality in neonates, pathways such as the hypothalamic–pituitary–adrenal axis (HPA) are activated to achieve temperature control, increasing the circulating levels of catecholamine and cortisol. Consequently, alterations in blood circulation and mechanisms to produce or to retain heat (e.g., vasoconstriction, piloerection, shivering, brown adipocyte tissue activation, and huddling) begin to prevent hypothermia. This study aimed to discuss the mechanisms of thermoregulation in newborn domestic mammals, highlighting the differences between altricial and precocial species. The processes that employ brown adipocyte tissue, shivering, thermoregulatory behaviors, and dermal vasomotor control will be analyzed to understand the physiology and the importance of implementing techniques to promote thermoregulation and survival in the critical post-birth period of mammals. Also, infrared thermography as a helpful method to perform thermal measurements without animal interactions does not affect these parameters.