Although moderate relationships (|r| ∼ 0.5) were reported between skin temperature and performance-related variables (e.g., kinetic), it remains unclear whether skin temperature asymmetry reflects muscle force imbalance in cycling. Therefore, the aim of this study was to assess whether a relationship exists between kinetic and thermal asymmetry during a fatiguing exercise. Ten elite cyclists were enrolled and tested on a maximal incremental cycling test. Peak crank torques of both legs were obtained at the initial and final workload. Likewise, bilateral skin temperatures were recorded before and after exercise. Asymmetric indexes were also calculated for kinetic (AIK) and skin temperature (AIT) outcomes. The bilateral peak crank torques showed a larger difference at the final compared to the initial workload (p < 0.05) of the incremental exercise. Conversely, the bilateral skin temperature did not show any differences at both initial and final workload (p > 0.05). Additionally, trivial relationships were reported between AIK and AIT (−0.3 < r < 0.2) at the initial and final workload. The obtained results showed that changes in bilateral kinetic values did not reflect concurrent changes in bilateral skin temperatures. This finding emphasizes the difficulty of associating the asymmetry of skin temperature with those of muscle effort in elite cyclists. Lastly, our study also provided further insights on thermal skin responses during exhaustive cycling exercise in very highly-trained athletes.