Thermal diffusion studies of complex fluids may have a deep impact on determining the microscopic origins of the Soret effect, allowing in particular for a clear distinction between single-particle and collective effects. We show for instance that electrostatic interactions have a dramatic influence on the thermal diffusion of charged surfactant micelles. In the dilute regime, the Soret coefficient strongly decreases with increasing solution ionic strength and scales as the square of the Debye-Huckel screening length. Yet, collective effects yield a reversed scenario even at fairly low surfactant concentrations. We find that the single-particle behaviour can be explained using an interfacial tension-driven mechanism originally proposed by Ruckenstein. Interparticle interactions drastically change the Soret coefficient mainly owing to their effects on the solution's osmotic compressibility. The proposed mechanism can be extended to other kinds of solvent-particle interaction and may open up the way to a general picture of thermal diffusion in disperse systems.