This study is concerned with the development of micro-thermal analysis as a technique for characterising heterogeneous polymers. It is divided into two main parts. In the first part, the use of miniature Wollaston wire near-field thermal probes mounted in an atomic force microscope (AFM) to carry out highly localised thermal analysis (L-TA) of amorphous and semi-crystalline polymers is investigated. Here, the temperature of the probe sensor or tip is scanned over a pre-selected temperature range while in contact with the surface of a sample. It is thereby used to heat a volume of material of the order of several cubic micrometres. The effect of the glass transition, cold crystallisation, melting and degree of crystallinity on L-TA measurements is investigated. The materials used are poly(ethylene terephthalate), polystyrene and fluorocarbon-coated poly(butylene terephthalate). The primary measurements are the micro- or localised analogues of thermomechanical analysis (L-TMA) and differential thermal analysis (L-DTA). The effect of applying a sinusoidal modulation to the temperature of the probe is also investigated.