We describe two techniques dedicated to observe and study the heating of structured materials like micro and nanowires and multilayered compounds. The techniques are thermally modulated fluorescence and thermoreflectance. Thermally modulated fluorescence allows mapping the heating of devices with a sub-wavelength lateral resolution. Thermoreflectance allows deeper physical investigations and can be directly used to determine the thermal conductivity and diffusivity of layered structures. In particular, we will show that by thermally modulating a surface by a point-like source, we are able to determine such quantities for several geometries, taking into account the nature of the substrate (conductive or not) as well as the interface quality between the layers. The experimental results, measured on aluminum thin films of variable thickness and on vanadium dioxide layers are corroborated by an analytical model that analyzes both the amplitude and the phase of the lateral heat diffusion in the structure