Recently, voice-based intelligent agents (VIAs), such as Alexa, Siri, and Bixby, are becoming popular. One of the interaction challenges with VIAs is that it is difficult to deliver rich information, experience, and meaning via voice-only communication channels. We propose interactive thermal augmentation to address VIA's interaction challenges. We developed a prototype system and conducted a user study to investigate the effects of thermal interaction in a VIA interaction context. The preliminary study results revealed that: 1) the thermal interface helped the participants to understand the information better; 2) the integration of heat and sound sensation provided an immersive and engaging experience; 3) a thermal stimulus worked as an additional feedback channel that supplements the voice interface. We discuss potentials and considerations when adopting thermal interaction to enrich people's experiences with am VIA.