Label-free detection techniques for single particles and molecules play an important role in basic science, disease diagnostics, and nanomaterial investigations. While fluorescence-based methods are tools for single molecule detection and imaging, they are limited by available molecular probes and photoblinking and photobleaching. Photothermal microscopy has emerged as a label-free imaging technique capable of detecting individual nanoabsorbers with high sensitivity. Whispering gallery mode (WGM) microresonators can confine light in a small volume for enhanced light-matter interaction and thus are a promising ultra-sensitive photothermal microscopy platform. Previously, microtoroid optical resonators were combined with photothermal microscopy to detect 250 nm long gold nanorods and 100 nm long polymers. Here, we combine microtoroids with photothermal microscopy to spatially detect single 5 nm diameter quantum dots (QDs) with a signal-to-noise ratio exceeding 104. Photothermal images were generated by point-by-point scanning of the pump laser. Single particle detection was confirmed for 18 nm QDs by high sensitivity fluorescence imaging and for 5 nm QDs via comparison with theory. Our system demonstrates the capability to detect a minimum heat dissipation of 0.75 pW. To achieve this, we integrated our microtoroid based photothermal microscopy setup with a low amplitude modulated pump laser and utilized the proportional-integral-derivative controller output as the photothermal signal source to reduce noise and enhance signal stability. The heat dissipation of these QDs is below that from single dye molecules. We anticipate that our work will have application in a wide variety of fields, including the biological sciences, nanotechnology, materials science, chemistry, and medicine.