Coherent temperature oscillations corresponding to thermal (diffusion) waves are observed to be spontaneously excited in a narrow temperature filament embedded in a large, but colder, magnetized plasma. The parallel and transverse propagation properties of the waves satisfy the predictions of the classical transport theory based on Coulomb collisions. The frequency of the oscillations meets the conditions for a quarter-wave thermal resonator. This is the plasma version of thermal resonators used in the study of other states of matter.