Two-dimensional (2D) materials are attracting an increasing interest in the domain of energy conversion due to their thermoelectric and thermal properties foreseeing increased efficiency. Actual application as thermoelectric materials relies on the ability to fully explore their physical properties once included in real devices, which is a complex task due to the difficulty in managing thermal transport at the nanoscale. Furthermore, 2D materials are extremely sensitive to the environment and device-fabrication contaminants, that can alter their properties with respect to their isolated form. We demonstrate here a complete thermoelectric characterization of devices based on thin flakes (5–6 nm) of tungsten diselenide (WSe2) and multilayer graphene (MLGN) deposited on hexagonal boron nitride (h-BN), by coupling electric and thermoelectric measurements with modulated thermoreflectance (MTR). Flake-byflake MTR scans allow the separate extraction of the anisotropic thermal conductivities of each device’s layer. We find out values for the in-plane k and out-of-plane k⊥ thermal conductivities of kWSe2 ∼ 24 W m−1 K−1, kWSe2⊥ ∼ 0.13 W m−1 K−1, kMLGN ∼ 1050 W m−1 K−1, kMLGN⊥ ∼ 1 Wm−1 K−1, kh-BN ∼ 250 − 284 W m−1 K−1, and kh-BN⊥ ∼ 1.9 − 5.5 W m−1 K−1, which are generally in agreement with the literature. Our work unveils the possibility to perform selective nondestructive measurements of the thermal conductivity of thin flakes of 2D materials embedded in a device configuration, encouraging the use of MTR coupled to electric and thermoelectric characterization to evaluate the overall device thermoelectric performances.