Decreased arterial perfusion is a typical condition of patients with peripheral artery disease (PAD), with the microvascular picture particularly present among women. This observational study aimed to detect foot perfusion changes by infrared thermography (IRT) after a home-based exercise program in both sexes. A total of 76 PAD patients with claudication (72 ± 4 years; 52 males) were enrolled in a structured in-home exercise program composed of two daily 8 min interval walking sessions (1:1 walk:rest ratio) with progressively increasing speed. Outcome measures collected at baseline (T0) and at each hospital visit after 5 weeks, 12 weeks and 20 weeks included foot temperature measured by IRT (anterior tibial, posterior tibial, dorsalis pedis and arcuate artery regions), ankle brachial index and the 6 min walking test. After 20 weeks, foot temperature in both limbs showed a significant increasing trend, with a mean variation of 1.3 °C for the more impaired limb and 0.9 °C for the contralateral limb (t = 8.88, p < 0.001 and t = 5.36; p < 0.001, respectively), with significant changes occurring after 5 weeks of training. The sex-oriented analysis did not highlight any significant difference, with an improvement of mean foot temperature of 1.5 ± 0.6 °C in females versus 1.2 ± 0.5 °C in males (p = 0.42). Ankle brachial index and performance also significantly improved over time (p < 0.001) without gender differences. In patients with PAD, a structured low-intensity exercise program significantly improved foot temperature and exercise capacity without any sex-related difference.