A technological approach for making a miniature thermocouple and nano-heater on a microprobe is presented. A non-uniform silicon dioxide (SiO2) layer is formed on a silicon V-groove by low-temperature oxidation, and then the non-uniform SiO2 layer is selectively etched in a wet solution to make a nano-hole at the apex of a SiO2 tip. A nano-junction of Pt/Cr (or Au/Cr) and Ni was exactly formed and situated through the nano-hole without an alignment process. The nano-junction acts as a thermocouple and nano-heater. The diameter of the fabricated nano-junction is below 100 nm. This technique has a high reproducibility and is suitable for mass production. Basic characteristics for application of the thermal microprobe are evaluated using a temperature-controlled oven and a photon counting CCD camera.