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In this paper, we probe the hot, post-shock gas component of quasar-driven winds through the thermal Sunyaev–Zel’dovich (tSZ) effect. Combining data sets from the Atacama Cosmology Telescope, the Herschel Space Observatory, and the Very Large Array, we measure average spectral energy distributions of 109 829 optically selected, radio quiet quasars from 1.4 to 3000 GHz in six redshift bins between 0.3 < z < 3.5. We model the emission components in the radio and far-infrared, plus a spectral distortion from the tSZ effect. At z > 1.91, we measure the tSZ effect at 3.8σ significance with an amplitude corresponding to a total thermal energy of 3.1 × 1060 erg. If this energy is due to virialized gas, then our measurement implies quasar host halo masses are ∼6 × 1012 h−1 M⊙. Alternatively, if the host dark matter halo masses are ∼2 × 1012 h−1 M⊙ as some measurements suggest, then we measure a >90 per cent excess in the thermal energy over that expected due to virialization. If the measured SZ effect is primarily due to hot bubbles from quasar-driven winds, we find that $(5^{+1.2}_{-1.3}$) per cent of the quasar bolometric luminosity couples to the intergalactic medium over a fiducial quasar lifetime of 100 Myr. An additional source of tSZ may be correlated structure, and further work is required to separate the contributions. At z ≤ 1.91, we detect emission at 95 and 148 GHz that is in excess of thermal dust and optically thin synchrotron emission. We investigate potential sources of this excess emission, finding that CO line emission and an additional optically thick synchrotron component are the most viable candidates.