Understanding local mechanisms for temperature-induced phase transitions in polymers requires quantitative measurements of the thermomechanical behavior, including glass transition and melting temperatures as well as temperature dependent elastic and loss modulus and thermal expansion coefficients in nanoscale volumes. Here, we demonstrate an approach for probing local thermal phase transitions based on the combination of thermal field confinement by a heated SPM probe and multi-frequency thermomechanical detection. The local measurement of the glass transition temperature is demonstrated and the detection limits are established.