A thermal bag (10) for protecting a newborn (100) against hypothermia includes at least one insertion opening (20) for inserting the body (110) of the newborn (100) into an interior space (30) of the thermal bag (10). The interior space (30) is surrounded by a bag wall (40) blocking water vapor. The bag wall (40) has a sensor device (50) for determining at least one vital function of the newborn (100).