High temperature causes thermal damage to rock; the macrofracture and microfracture of rock can be produced under the action of temperature treatment. Under the influence of high temperature, the surrounding rock of deep underground engineering will suffer instability damage and cause serious harm to the people. In order to use the electromagnetic radiation (EMR) technology (a non-contact geophysical method) for evaluating the thermal stability of rock in underground thermal engineering applications, we established the EMR testing experimental system of rock under the action of a continuous heat source. The variation of EMR signals of rock under different temperatures was tested, and the EMR signals generates during the process of rock thermal deformation and thermal fracture, which were later analyzed. Under the action of a continuous heat source, the rock materials produced EMR signals with three kinds of frequencies. With the increase of rock temperature, the variation trends of EMR signals varied from the slow growth rate to the rapid growth rate, EMR signals can be divided into five stages. The increase of EMR signals is positively correlated with temperature, the Hurst exponent was higher than 0.7. The thermal stress was responsible for thermal deformation and fracture, thus generating the EMR signals. The research results have important guiding significance for the application of EMR technology to the evaluation of rock thermal stability.