We derive models for chemosensitive movement based on Cattaneo's law of heat propagation with finite speed. We apply the model to pattern formation as observed in experiments with Dictyostelium discoideum, with Salmonella typhimurium and with Escherichia coli. For Salmonella typhimurium we make predictions on pattern formation which can be tested in experiments. We discuss the relations of the Cattaneo models to classical models and we develop an effective numerical scheme.