The usual paradigm of open quantum systems falls short when the environment is actually coupled to additional fields or components that drive it out of equilibrium. Here we explore the simplest such scenario, by considering a two level system coupled to a first thermal reservoir that in turn couples to a second thermal bath at a different temperature. We derive a master equation description for the system and show that, in this situation, the dynamics can be especially rich. In particular, we observe prethermalization, a transitory phenomenon in which the system initially approaches thermal equilibrium with respect to the first reservoir, but after a longer time converges to the thermal state dictated by the temperature of the second environment. Using analytical arguments and numerical simulations, we analyze the occurrence of this phenomenon, and how it depends on temperatures and coupling strengths. The phenomenology gets even richer if the system is placed between two such non-equilibrium environments. In this case, the energy current through the system may exhibit transient features and even switch direction, before the system eventually reaches a non-equilibrium steady state.