We show experimentally and theoretically that heating of highly transparent materials by continuous-wave pump beams induces strong optical anisotropy for probe beams in primarily optically isotropic configurations. This is due to a uniaxial thermally induced strain and the elasto-optic effect. The cases of glasses and lithium niobate crystals are considered. The discovered effect is important for the development of techniques aimed at the analysis of absorptive properties of transparent optical materials.