The high impact of irrigation in crop quality and yield in grapevine makes the development of plant water status monitoring systems an essential issue in the context of sustainable viticulture. This study presents an on-the-go approach for the estimation of vineyard water status using thermal imaging and machine learning. The experiments were conducted during seven different weeks from July to September in season 2016. A thermal camera was embedded on an all-terrain vehicle moving at 5 km/h to take on-the-go thermal images of the vineyard canopy at 1.2 m of distance and 1.0 m from the ground. The two sides of the canopy were measured for the development of side-specific and global models. Stem water potential was acquired and used as reference method. Additionally, reference temperatures Tdry and Twet were determined for the calculation of two thermal indices: the crop water stress index (CWSI) and the Jones index (Ig). Prediction models were built with and without considering the reference temperatures as input of the training algorithms. When using the reference temperatures, the best models casted determination coefficients R2 of 0.61 and 0.58 for cross validation and prediction (RMSE values of 0.190 MPa and 0.204 MPa), respectively. Nevertheless, when the reference temperatures were not considered in the training of the models, their performance statistics responded in the same way, returning R2 values up to 0.62 and 0.65 for cross validation and prediction (RMSE values of 0.190 MPa and 0.184 MPa), respectively. The outcomes provided by the machine learning algorithms support the use of thermal imaging for fast, reliable estimation of a vineyard water status, even suppressing the necessity of supervised acquisition of reference temperatures. The new developed on-the-go method can be very useful in the grape and wine industry for assessing and mapping vineyard water status.