The interplay of optics, dynamics, and transport is crucial for the design of novel optoelectronic devices, such as photodetectors and solar cells. In this context, transition-metal dichalcogenides (TMDs) have received much attention. Here, strongly bound excitons dominate optical excitation, carrier dynamics, and diffusion processes. While the first two have been intensively studied, there is a lack of fundamental understanding of nonequilibrium phenomena associated with exciton transport that is of central importance (e.g., for high-efficiency light harvesting). In this work, we provide microscopic insights into the interplay of exciton propagation and many-particle interactions in TMDs. On the basis of a fully quantum mechanical approach and in excellent agreement with photoluminescence measurements, we show that Auger recombination and emission of hot phonons act as a heating mechanism giving rise to strong spatial gradients in excitonic temperature. The resulting thermal drift leads to an unconventional exciton diffusion characterized by spatial exciton halos.