The thermal effects of a pulsed nanosecond dielectric barrier discharge plasma actuator (NSDBD) with varying pulse voltages and pulse repetitive frequencies under different air pressures ranging from 0.1 to 1 bar are studied experimentally. By observing discharge features with a charge-coupled device camera, the transition from a filamentary discharge mode to a diffuse mode with decreasing air pressure is described. The filamentary streamers extend along the radius direction, forming a thicker yet more stable and uniform plasma region due to the increasing ionized volume yielded by the decreasing air pressure to maintain the high values of the reduced electric field. The spatiotemporal temperature distribution on the surface is captured by an infrared camera, indicating that the heated surface can be divided into three typical regions with different features. Because gas heating is generated in the quenching process of excited molecules, the maximum temperature increase on the surface occurs in the plasma region and attenuates downstream. The surface temperature increase is primarily caused by heat convection from the residual heat in plasma and the heat generated by the dielectric losses. The results of heat flux on the surface suggest that the rising applied voltage may not increase the heat flux in a moderate air pressure ranging from 0.6 to 0.8 bar. Different discharge modes and discharge parameters exhibit markedly different thermal performances. Also, the Schlieren technique and the pressure sensor are used to visualize the induced shock wave, estimate the thermal expansion region, and measure the overpressure strength. The results of the overpressure strength at different air pressures are similar to the thermal features, which highlights the strong influence of the discharge mode on the thermal effect of NSDBD plasma actuators.