The Z-scan experimental technique is used to measure the concentration-dependent Soret coefficient of surfacted magnetic nanoparticles in water [pure ferrofluid (FF)] and in a micellar lyotropic mixture [lyotropic doped with ferrofluid (FL)]. In both cases, the magnetic-particle contribution to the Soret coefficient is shown to be proportional to its concentration. In the case of the ferrofluid-doped lyotropic system, it was possible to evaluate the Soret coefficient associated with the micelles under a temperature gradient. The thermal diffusion coefficients keep the relation $D_T^{\mathrm{FL}}\simeq 0.4\times D_T^{\mathrm{FF}}$ . The Soret effective mobilities evaluated are ${\mu }_s^{\mathrm{FF}}\sim 6\times {10}^{11}\mathrm{s}{\mathrm{kg}}^{-1}$ and ${\mu }_s^{\mathrm{FL}}\sim 2\times {10}^{11}\mathrm{s}{\mathrm{kg}}^{-1}$ for the pure ferrofluid and micellar media, respectively. From a nanoscopic point of view, the smaller value of ${\mu }_s^{\mathrm{FL}}$ when compared to ${\mu }_s^{\mathrm{FF}}$ could be pictured as an additional resistance of the micellar medium to the particle’s flow imposed by the temperature gradient. This procedure gives a new way of determining the Soret coefficient of a weakly absorbing medium.