The development of efficient nanoscale photon absorbers, such as plasmonic or high-index dielectric nanostructures, allows the remotely controlled release of heat on the nanoscale using light. These photothermal nanomaterials have found applications in various research and technological fields, ranging from materials science to biology. However, measuring the nanoscale thermal fields remains an open challenge, hindering full comprehension and control of nanoscale photothermal phenomena. Here, we review and discuss existent thermometries suitable for single nanoparticles heated under illumination. These methods are classified in four categories according to the region where they assess temperature: (1) the average temperature within a diffraction-limited volume, (2) the average temperature at the immediate vicinity of the nanoparticle surface, (3) the temperature of the nanoparticle itself, and (4) a map of the temperature around the nanoparticle with nanoscale spatial resolution. In the latter, because it is the most challenging and informative type of method, we also envisage new combinations of technologies that could be helpful in retrieving nanoscale temperature maps. Finally, we analyze and provide examples of strategies to validate the results obtained using different thermometry methods.