Caffeine doesn't affect body temperature; it only makes you hot and flush. Caffeine is a stimulant but will usually not affect your body temperature since our brain tries to maintain constant body temperature.
Caffeine is a thermogenic, which means it will raise your heartbeat and core body temperature. Caffeine stimulates the central nervous system (CNS), increases the release of adrenaline, increases the use of body fat as fuel and spares glycogen. Adrenaline release is accomplished through caffeine's effect on epinephrine and nor-epinephrine. These effects, help to raise the core body temperature.