We analyze the unravelling of the quantum optical master equation at finite temperature due to direct, continuous, general-dyne detection of the environment. We first express the general-dyne Positive Operator Valued Measure (POVM) in terms of the eigenstates of a non-Hermitian operator associated to the general-dyne measurement. Then we derive the stochastic master equation obtained by considering the interaction between the system and a reservoir at thermal equilibrium, which is measured according to the POVM previously determined. Finally, we present a feasible measurement scheme, which reproduces general-dyne detection for any value of the parameter characterizing the stochastic master equation.