A method for providing a thermal feedback, which is performed by a feedback device. The method includes: applying an operating power to a thermoelectric element to start a thermoelectric operation for outputting a thermal feedback; stopping the application of the operating power to terminate the thermoelectric operation; and when the application of the operating power is stopped, applying a buffering power to the thermoelectric element to reduce a temperature returning speed of a contact surface so that a thermal inversion illusion is prevented. The thermal inversion illusion is a sensation felt by the user when a temperature of the contact surface returns to an initial temperature due to the termination of the thermoelectric operation, the thermal inversion illusion being opposite to the outputted thermal feedback, and the feedback device comprises a heat outputting module which is provided as the thermoelectric element and performs the thermoelectric operation including at least one of a heat generating operation and a heat absorbing operation and the contact surface which is configured to contact with a body of a user and transmit a heat generated by the thermoelectric operation.