Delayed-onset muscle soreness (DOMS) is a common but displeasing event induced by excessive muscle use or unaccustomed exercise and characterized by tenderness and movement-related pain in the exercised muscle. Thermal therapy, either icing or heating applied to muscles immediately after exercise, has been used as therapeutic interventions for DOMS. However, the mechanisms of their analgesic effects, and physiological and metabolic changes in the muscle during thermal therapy remain unclear. In the present study, we investigated the effects of both thermal treatments on mechanical hyperalgesia of DOMS and physiological and muscle metabolite changes using the rat DOMS model induced by lengthening contraction (LC) to the gastrocnemius muscle. Heating treatment just after LC induced analgesic effects, while rats with icing treatment showed mechanical hyperalgesia similar to that of LC group. Furthermore, increased physiological responses (e.g., muscle temperature and blood flow) following the LC were significantly kept high only in the rats with heating treatment. In addition, heating treatment increased metabolites involved in the improvement of blood flow and oxidative metabolisms in the exercised muscle. The results indicated that heating treatment just after LC has analgesic effects on DOMS, which might be mediated partly through the improvement of muscle oxidative metabolisms by changes in metabolites and elevated physiological responses.