This work presents an experimental and numerical study of the thermo-mechanical problem of a steel plate impacted by a shot. The temperature rise is estimated and its effect on the compressive residual stress is analyzed. The simulations show that the value of the compressive residual stresses at the surface of the plate is modified when thermo-mechanical effects are included in the model as compared with simulation including hardening effects only. To validate this numerical study, an experimental device has been developed to measure the temperature rise after the impact. The experiment consists of the impact of a shot on a metallic plate. The temperature measurement is performed by an infrared camera located on the side of the plate opposite to the impact. Comparison between these experimental measurements and the numerical solution gives good agreement (to within 5%).