Building on previous developments, we show that the Diagrammatic Monte Carlo technique allows to compute finite temperature response functions directly on the real-frequency axis within any field-theoretical formulation of the interacting fermion problem. There are no limitations on the type and nature of the systems action or whether partial summation and self-consistent treatment of certain diagram classes are used. In particular, by eliminating the need for numerical analytic continuation from a Matsubara representation, our scheme allows to study spectral densities of arbitrary complexity with controlled accuracy in models with frequency-dependent effective interactions. For illustrative purposes we consider the problem of the plasmon line-width in a homogeneous electron gas (jellium).