A system that detects an irregular physiological response while being exposed to sensitive data includes: a head-mounted display (HMD), an inward-facing head-mounted thermal camera (CAM), and a computer. The HMD exposes sensitive data to the user who wears the HMD. The CAM takes thermal measurements of a region of interest (THROI) on the user's face while the user is exposed to the sensitive data. And the computer detects, based on certain THROI taken while the user was exposed to certain sensitive data, whether the user experienced the irregular physiological response while being exposed to the certain sensitive data.