Heat dissipation and thermal management are central challenges in various fields of science and technology and are critical issues for the majority of the latest generations of electronic devices. Following an introduction of the different heat transfer mechanisms at micro- and nano-scales, this article exposes the thermal characterization techniques currently dedicated to temperature field analysis and to the study of thermal properties at submicron scales. It is also about giving the main challenges and limitations of these techniques as well as current trends in developments in the micro- and nano-scale heat transfer domain.