Planar thermocouples designed for investigation of heat transfer in scanning tunneling microscopy and scanning thermal microscopy are described. The limit of sensitivity to local thermal power can be as small as 10 nW. The devices are based on two different thin films formed as a cross on a thin glass substrate. Heat fluxes in the cross point can be detected by measuring the thermoelectric signal from two ends of the cross. As described elsewhere planar thermocouples of this type have been successfully used to detect the energy which is deposited by tunneling electrons and to measure the heat which is coupled across a submicron vacuum gap between two metals by the fluctuating fields of electromagnetic surface modes.