Temperature is a key parameter in most biological and physical systems. It is, however, an inherent technological challenge to precisely track and control the temperature of small sample volumes when using high- and super-resolution microscopes. Various effects can cause a deviation of the sample temperature from its expected value, specifically in the observed volume or field-of-view. These effects include direct thermal contact of the objective lens and the coverslip via immersion medium, illumination-induced heating, evaporative cooling, or triggered phase transitions. In this paper, we shed light on these phenomena and introduce our newly developed device VAHEAT, which follows a microscopic approach for controlling and measuring the sample temperature. Our system overcomes traditional limitations of temperature sensing and controlling in high-sensitivity microscopy applications, leading to more reproducible experimental results and conquering new experimental parameter ranges.