We study the effects of the temperature and of a magnetic field in the setup of an intersection of D3/D7 branes, where a large number of D7 branes is smeared in the transverse directions to allow for a perturbative solution in a backreaction parameter. The magnetic field sources an anisotropy in the plasma, and we investigate its physical consequences for the thermodynamics and energy loss of particles probing the system. In particular we comment on the stress-energy tensor of the plasma, the propagation of sound in the directions parallel and orthogonal to the magnetic field, the drag force of a quark moving through the medium and jet quenching.