A combined scanning tunneling microscopy (STM) and scanning thermal microscopy (SThM) setup is introduced that is capable of mapping simultaneously topographical as well as local thermal properties of sample surfaces. The miniaturized thermocouple probe used in the microscope images the thermal conductivity of the sample if operated in the statical mode. To investigate the dynamical thermal behavior of the sample as well, the thermocouple is applied in the ac or photothermal mode. In this case, the resultant amplitude and phase information detected with a lock-in amplifier depend on the local thermal properties of the sample, which is well known from classical macroscopic photothermal investigation techniques. The microscope was employed for the investigation of thermal properties of (111) textured diamond films with high lateral resolution.