Exactly as JeramyK says.....
ORIGINAL: JeramyK
I don't think twice about using my Thermacell during archery season. I too have had deer walk right under my stand while I've had the Thermacell turned on. The way I see it is that whether you use it or not you are playing the wind because of scent reasons. So the wind is also going to direct any odor from the Thermacell away from the deer.