While Scanning Thermal Microscopy (SThM) using locally heated nanoscale probes is known for its ability to map heat transport and thermal properties of materials and devices with micro and nanoscale resolution. Such studies in the liquid environments were perceived to be impossible due to dominating heat dissipation from the heated probe into the surrounding liquid that would also deteriorate spatial resolution. Here we show that contrary to the common belief, the heat generated by the SThM nanoscale probe remains localised within the well-defined nanoscale volume, and that the amount of local heat transfer to the sample is comparable to the one of the standard ambient environment in organic and inorganic liquids. Moreover, the presence of liquid provides highly stable thermal contact between the probe tip and the sample eliminating one of the major drawbacks of the ambient or vacuum SThM’s – variability of such contact. We show that such immersion SThM, or iSThM can effectively observe the semiconductor devices with the resolution of few tens of nanometres, providing new tool for exploring thermal effects of chemical reactions and biological processes with nanoscale resolution.