Segregation induced by a thermal gradient of an impurity in a driven low-density granular gas is studied. The system is enclosed between two parallel walls from which we input thermal energy to the gas. We study here steady states occurring when the inelastic cooling is exactly balanced by some external energy input (stochastic force or viscous heating), resulting in a uniform heat flux. A segregation criterion based on Navier-Stokes granular hydrodynamics is written in terms of the tracer diffusion transport coefficients, whose dependence on the parameters of the system (masses, sizes, and coefficients of restitution) is explicitly determined from a solution of the inelastic Boltzmann equation. The theoretical predictions are validated by means of Monte Carlo and molecular dynamics simulations, showing that Navier-Stokes hydrodynamics produces accurate segregation criteria even under strong shearing and/or inelasticity.