Melanoma is the deadliest form of skin cancer. Each year more than 53,600 people learn that they have melanoma, and around 8700 people die from melanoma in the United States. Early detection is the key to improving survival in patients with malignant melanoma. We developed a thermal (infrared) imaging system that allows accurate measurements of small temperature differences on the skin surface with the aim to diagnose malignant pigmented skin lesions at an early stage of the disease. The imaging method we developed relies on active infrared imaging and a multimodal image analysis strategy, including involuntary body/limb motion correction and interactive lesion segmentation for detecting malignant lesions. The imaging system described in the paper was tested in a pilot patient study in which patients who possess a pigmented lesion with a clinical indication for biopsy were selected to participate. The lesion and the surrounding healthy skin were cooled by air at 15 °C for 30–60 s, and the thermal recovery was imaged with the infrared camera after the removal of this cooling stress. We found that the benign lesions have a thermal recovery similar to normal skin, whereas the thermal recovery of the melanoma lesion is different. It was observed that a malignant skin lesion has a higher temperature than healthy skin during the thermal recovery process (up to 2.2 °C higher for a Clark’s level II melanoma). The present study shows the feasibility of dynamic thermal imaging in distinguishing malignant pigmented lesions from benign, look-alike pigmented lesions.