ABSTRACT: Understanding the human brain's perception of different thermal sensations has sparked the interest of many neuroscientists. The identification of distinct brain patterns when processing thermal stimuli has several clinical applications, such as phantom-limb pain prediction, as well as increasing the sense of embodiment when interacting with neurorehabilitation devices. Notwithstanding the remarkable number of studies that have touched upon this research topic, understanding how the human brain processes different thermal stimuli has remained elusive. More importantly, very intense thermal stimuli perception dynamics, their related cortical activations, as well as their decoding using effective features are still not fully understood. In this study, using electroencephalography (EEG) recorded from three healthy human subjects, we identified spatial, temporal, and spectral patterns of brain responses to different thermal stimulations ranging from extremely cold and hot stimuli (very intense), moderately cold and hot stimuli (intense), to a warm stimulus (innocuous). Our results show that very intense thermal stimuli elicit a decrease in alpha power compared to intense and innocuous stimulations. Spatio-temporal analysis reveals that in the first 400 ms post-stimulus, brain activity increases in the prefrontal and central brain areas for very intense stimulations, whereas for intense stimulation, high activity of the parietal area was observed post-500 ms. Based on these identified EEG patterns, we successfully classified the different thermal stimulations with an average test accuracy of 84% across all subjects. En route to understanding the underlying cortical activity, we source localized the EEG signal for each of the five thermal stimuli conditions. Our findings reveal that very intense stimuli were anticipated and induced early activation (before 400 ms) of the anterior cingulate cortex (ACC). Moreover, activation of the pre-frontal cortex, somatosensory, central, and parietal areas, was observed in the first 400 ms post-stimulation for very intense conditions and starting 500 ms post-stimuli for intense conditions. Overall, despite the small sample size, this work presents novel findings and a first comprehensive approach to explore, analyze, and classify EEG-brain activity changes evoked by five different thermal stimuli, which could lead to a better understanding of thermal stimuli processing in the brain and could, therefore, pave the way for developing a real-time withdrawal reaction system when interacting with prosthetic limbs. We underpin this last point by benchmarking our EEG results with a demonstration of a real-time withdrawal reaction of a robotic prosthesis using a human-like artificial skin.