This article highlights the occurrence and nature of nanoscale inhomogeneities in thermoresponsive polymers and focuses on different experimental techniques for their observation and characterization. Such inhomogeneities can be regarded as nanoscopic domains of collapsed polymer segments (or of a small number of unimers), which provide a nonpolar, hydrophobic interior. Continuous wave (CW) electron paramagnetic resonance (EPR) spectroscopy on amphiphilic reporter molecules (spin probes) as an intrinsically local technique is particularly emphasized. In combination with different ensemble-averaging methods, it provides a holistic understanding of the often inhomogeneous nanoscale processes during the temperature-induced collapse of a thermoresponsive polymer.