A novel combined setup, with a scanning thermal microscope (SThM) embedded in a scanning electron microscope (SEM), is used to characterize a suspended silicon rough nanowire (NW), which is epitaxially clamped at both sides and therefore monolithically integrated in a microfabricated device. The rough nature of the NW surface, which prohibits vacuum‐SThM due to loose contact for heat dissipation, is circumvented by decorating the NW with periodic platinum dots. Reproducible approaches over these dots, enabled by the live feedback image provided by the SEM, yield a strong improvement in thermal contact resistance and a higher accuracy in its estimation. The results—thermal resistance at the tip‐sample contact of 188±3.7K µW−1 and thermal conductivity of the NW of 13.7±1.6W m−1 K−1—are obtained by performing a series of approach curves on the dots. Noteworthy, the technique allows measuring elastic properties at the same time—the moment of inertia of the NW is found to be (6.1±1.0) × 10−30m4—which permits to correlate the respective effects of the rough shell on heat dissipation and on the NW stiffness. The work highlights the capabilities of the dual SThM/SEM instrument, in particular the interest of systematic approach curves with well‐positioned and monitored tip motion.