Unlike previous Sidewinder iterations with a single-sensor thermal seeker, the AIM-9X has a thermal imaging seeker - it was used to shoot down the much larger balloon last week.
> Brig. Gen. Pat Ryder, Pentagon press secretary, told reporters Friday that an F-22 fighter aircraft based at Joint Base Elmendorf-Richardson shot down the object using the same type of missile used to take down the balloon nearly a week ago.[0]
It's considered a "system-guided" missile, not heat-seeking. It's much more advanced than the original heat-seeking concept and integrates additional optical technology in the fuse.