A fiber‐optic setup incorporating the pump‐probe thermoreflectance (TR) technique with Fabry–Perot (FP) interferometer is presented. It includes both heat pump and probe lasers, producing wavelengths of 1470 and 1530 nm, respectively, together with a reflected radiation detector. Heat pump pulse duration varies from a few microseconds to tens of microseconds. The potential of the pump‐probe TR‐FP technique to investigate the subsurface region of semiconductors with a range of electron spectra is demonstrated. A pronounced dip in time dependence of the TR‐FP signal is discovered at the liquid nitrogen temperature in the gapless semiconductor compound HgSe—a candidate for the family of Weyl semimetals with broken inversion symmetry. This finding implies the developed pulsed TR‐FP method for the detection of Weyl nodes and surface Fermi arcs in solids.