Temperature touches all aspects of our daily life, including climate, production plants, food storage, transportation, metrology, microelectronics, and medicine, and is a major factor dictating performance of nanotechnologies.1-4 However, while the heat transfer is well understood in bulk, neither experimental nor theoretical models provide a complete picture of the thermal dynamics at the nanoscale.5-7 Here, in situ luminescence thermometry is used to probe the heat propagation taking place within lanthanide (Ln3+)-doped upconverting nanoparticles (UCNPs). We have designed UCNPs with Er3+ and Tm3+ thermometric layers positioned at different locations relative to their surface, varying the distance a heat wave travels before encountering the layers. Despite being separated only by a few tens of nanometers, the thermometric layer closer to the surface of UCNPs detects temperature increase much earlier than the one located at the center – yielding the heat propagation speed in UCNPs ~1.3 nm/s. The UCNPs featuring the two thermometric layers in a single nanostructure confirmed the above result and allowed us to uncover diffusive and non-diffusive (ballistic) heat transport regimes, as well as their interplay and complex heat exchange dynamics taking place in colloidal nanoparticles (nanofluids) at a room temperature.