An experimental setup, based on a non-contact temperature sensor, is proposed to directly measure the magnetocaloric effect of samples few micrometers thick. The measurement of the adiabatic temperature change of foils and ribbons is fundamental to design innovative devices based on magnetocaloric thin materials or micro-structuring bulk samples. The reliability of the proposed setup is demonstrated by comparing the measurements performed on a bulk gadolinium sample with the results obtained by an experimental setup based on a Cernox bare chip thermoresistance and by in-field differential scanning calorimetry. We show that this technique can measure the adiabatic temperature variation on gadolinium sheets as thin as 27 μm. Heat transfer simulations are added to describe the capability of the presented technique.