An electronic device that provides thermal feedback to a user is described. In particular, when the user provides a setting via tactile interaction with a surface of a user-interface device in the electronic device, a thermal mechanism in the electronic device establishes a temperature gradient on the surface based on the setting. For example, the thermal mechanism may include a heat source that increases a temperature of the portion of the user-interface device and/or a heat sink that decreases a temperature of another portion of the user-interface device. Moreover, the thermal mechanism may dynamically modify the temperature gradient based on the tactile interaction and an environmental condition (such as the temperature) in an external environment that includes the electronic device. Note that the tactile interaction with the user may occur with a physical control object (such as a knob) and/or with a virtual icon displayed on a multi-touch display.