We developed a scanning transmission electron microscopy (STEM)-based thermal analytical microscopy (STAM) technique through performing a local temperature measurement using an assembled nanothermocouple under scanning of a focused electron beam over the samples in the STEM mode. Herein, we report on the principle of nanoscale thermal conductivity using STAM and its application for heat sink composite as model specimen. STAM allows for high thermal and spatial resolutions during nanoscale thermal flow propagation within a heatsink composite. Comprehensive thermal tests combined with structural, mechanical, electrical, magnetic, and optoelectronic characterizations by TEM may become one of the most powerful tools for understanding complex heat transfer phenomena in advanced nanoscale materials at nanoscale.