Several experiments have shown that during propagation of the action potential in axons, thermal energy is locally exchanged. In this paper, we use a simple model based on statistical physics to show that an important part of this exchange comes from the physics of the effusion. We evaluate, during the action potential propagation, the variation of internal energy and of the energy associated with the chemical potential of the effusion of water and ions to extract the thermal energy exchanged. The temperature exchanged is then evaluated on the area where the action potential is active. Results give a good correspondence between experimental work and this model, showing that an important part of the thermal energy exchange comes from the statistical cooling power of the effusion.