This paper presents the construction of a multimodal dataset for deception detection, including physiological, thermal, and visual responses of human subjects under three deceptive scenarios. We present the experimental protocol, as well as the data acquisition process. To evaluate the usefulness of the dataset for the task of deception detection, we present a statistical analysis of the physiological and thermal modalities associated with the deceptive and truthful conditions. Initial results show that physiological and thermal responses can differentiate between deceptive and truthful states.