The structural properties of collagen have been the subject of numerous studies over past decades, but with the arrival of new technologies, such as the atomic force microscope and related techniques, a new era of research has emerged. Using microthermal analysis, it is now possible to image samples as well as performing localized thermal measurements without damaging or destroying the sample itself. This technique was successfully applied to characterize the thermal response between native collagen fibrils and their denatured form, gelatin. Thermal transitions identified at (150 ± 10)°C and (220 ± 10)°C can be related to the process of gelatinization of the collagen fibrils, whereas at higher temperatures, both the gelatin and collagen samples underwent two-stage transitions with a common initial degradation temperature at (300 ± 10)°C and a secondary degradation temperature of (340 ± 10)°C for the collagen and of (420 ± 10)°C for the gelatin, respectively. The broadening and shift in the secondary degradation temperature was linked to the spread of thermal degradation within the gelatin and collagen fibrils matrix further away from the point of contact between probe and sample. Finally, similar measurements were performed inside a bone resorption lacuna, suggesting that microthermal analysis is a viable technique for investigating the thermomechanical response of collagen for in situ samples that would be, otherwise, too challenging or not possible using bulk techniques.