Quantum materials display exotic behaviours related to the interplay between temperature-driven phase transitions. Here, we study electron dynamics in one such material, CaFe2As2, a parent Fe-based superconductor, employing time and angle-resolved photoemission spectroscopy. CaFe2As2 exhibits concomitant transition to spin density wave state and nematic order below 170 K. We discover that magnetic excitations can be induced selectively, by using polarized pump pulses, significantly before the destruction of nematic order. More specifically, we observe that s-polarized light enhances electron temperature by several hundreds of degrees at a time scale of about 200 fs, while the temperature of the electrons participating in magnetic order can be enhanced by similar amount at a much faster time scale (50 fs) using p-polarized pump pulse. These results provide a pathway to achieve selective electron heating, which is not possible with other methods, as well as to disentangle phase transitions in quantum materials.