Pancreatic ductal adenocarcinoma (PDAC) poses a considerable diagnostic and therapeutic challenge due to the lack of specific biomarkers and late diagnosis. Early detection is crucial for improving prognosis, but current techniques are insufficient. An innovative approach based on differential scanning calorimetry (DSC) of blood serum samples, thermal liquid biopsy (TLB), combined with machine‐learning (ML) analysis, may offer a more efficient method for diagnosing PDAC. Serum samples from a cohort of 212 PDAC patients and 184 healthy controls are studied. DSC thermograms are analyzed using ML models. The generated models are built applying algorithms based on penalized regression, resampling, categorization, cross validation, and variable selection. The ML‐based model demonstrates outstanding ability to discriminate between PDAC patients and control subjects, with a sensitivity of 90% and an area under the ROC receiver operating characteristic curve of 0.83 in the training and test groups. Application of the model to an independent validation cohort of 113 PDAC patients confirms its robustness and utility as a diagnosis tool. The application of ML to serum TLB data emerges as a promising methodology for early diagnosis, representing a significant advance for detecting and managing PDAC, envisaging a minimally invasive and more efficient methodology for identifying biomarkers.