Detecting volcanic unrest is of primary importance for eruption forecasting, especially on volcanoes characterized by highly dangerous, and often seemingly unpredictable, phreatic or phreatomagmatic eruptions. We present a simple and innovative analysis of shallow vertical temperature profiles to depths of 70 cm. These data were recorded at La Fossa cone of Vulcano (Aeolian Islands, Italy), during an episode of increased hydrothermal and seismic activities that occurred between September and December 2009. This work involves the use of the coefficient of determination (R2) on vertical temperature profiles in order to identify changes in conductive versus convective heat transfer modality. The increase in convective heat transfer can be related to the disruption of the hydrothermal system due to its pressurization and/or variation of ground permeability between the hydrothermal system and the surface. While raw temperature data do not evidence any significant variation during the period investigated and the classic temperature gradient is highly influenced by seasonal variations, the fluctuation of R2 displayed striking spikes that coincided with the seismic swarm inside the volcanic edifice. Such a low-cost device associated with easy real-time data processing could constitute a very promising, yet deceptively simple, technique to monitor hydrothermal systems, in order to assess the hazard posed by high-energy eruptions for populations living close to active volcanoes.