The anisotropic magneto-Peltier effect (AMPE) and the anomalous Ettingshausen effect (AEE) are investigated in U-shaped Ni thin films of differing thickness and substrate by means of the lock-in-thermography (LIT) method. We establish a procedure to extract pure AMPE and AEE contributions, separated from other thermoelectric effects, for ferromagnetic thin films. The measurements of the magnetic-field-angle θH dependence of the LIT images clearly show that the temperature modulation induced by the AMPE (AEE) in the Ni films varies with a cos2θH (cosθH) pattern, confirming the symmetry of the AMPE (AEE). The systematic LIT measurements with various substrates show that the AMPE-induced temperature modulation decreases with the increase in thermal conductivity of the substrates, whereas the AEE-induced temperature modulation is almost independent of the thermal conductivity, indicating that the heat loss into the substrates plays an important role in determining the magnitude of the AMPE-induced temperature modulation in thin films. Our experimental results are reproduced by numerical calculations based on a two-dimensional finite-element method. These findings provide a platform for investigating the AMPE and AEE in thin-film devices.