Well I guess you are more interested in the relative temperature change. I am sure that there are thermistors for that type of application, but the real problem is this: How "strong" is your source? And how much time do you have.
You can surely build a thermopile that accomplishes what you need, or a thermistor. But the problem is, that you will always have leads going there. If you are measuring let's say mercury than an ultra fine thermopile will work, but if you are measuring somethng with a bad thermal conductance your leads will transport too much of the outside heat into the system.
With a resistor the trouble is, that you need to send current through it. This can heat your sample, but this can be overcome by using very low current and some integration and averaging magic, or some lock in technique, this needs time. It also has some finite size and you have to make sure it is small enough that it follows your sample's changes.
So you have the triangle of speed, accuracy, and heat transport from the outside that you need to balance. If you need very high speed maybe you have to look into some other related property and measure that instead, preferably in optics.