Scanning electron microscopy (SEM) of nanoscale objects in dry and fully hydrated conditions at different temperatures is of critical importance in revealing details of their interactions with an ambient environment. Currently available WETSEM capsules are equipped with thin electron-transparent membranes and allow imaging of samples at atmospheric pressure, but do not provide temperature control over the sample. Here, we developed and tested a thermoelectric cooling/heating setup for WETSEM capsules to allow ambient pressure in situ SEM studies with a temperature range between −15 and 100°C in gaseous, liquid, and frozen conditions. The design of the setup also allows for correlation of the SEM with optical microscopy and spectroscopy. As a demonstration of the possibilities of the developed approach, we performed real-time in situ microscopy studies of water condensation on a surface of Morpho sulkowskyi butterfly wing scales. We observed that initial water nucleation takes place on top of the scale ridges. These results confirmed earlier discovery of a preexisting polarity gradient of the ridges of Morpho butterflies. Our developed thermoelectric cooling/heating setup for environmental capsules meets the diverse needs for in situ nanocharacterization in material science, catalysis, microelectronics, chemistry, and biology.