Luminescent nanomaterials have shown promise for thermal sensing in bio‐applications, yet little is known of the role of organic coatings such as supported lipid bilayers on the thermal conductivity between the nanomaterial and its environment. Additionally, since the supported lipid bilayer mimics the cell membrane, its thermal properties are fundamentally important to understand the spatial variations of temperature and heat transfer across membranes. Herein, a new approach is described that enables direct measurement of these thermal properties using a LiYF4:Er3+/Yb3+ upconverting nanoparticle encapsulated within a conformal supported lipid bilayer and dispersed in water as a temperature probe yielding the temperature gradient across the bilayer. The thermal conductivity of the lipid bilayer is measured as a function of the temperature, being 0.20 ± 0.02 W m−1 K−1 at 300 K. For the uncapped nanoparticles dispersed in water, the temperature dependence of the thermal conductivity is also measured in the 300–314 K range as 0.63–0.69 ± 0.11 W m−1 K−1. Using a lumped elements model, the directional heat transfer is calculated at each of the system interfaces, namely, nanoparticle–bilayer and bilayer–nanofluid, opening a new avenue to understand the membrane biophysical properties as well as the thermal properties of organic and polymer coatings. The thermal properties of organic coatings on inorganic nanoparticles, for example biomimetic lipid bilayers, play a key role in their application as intracellular temperature probes. Measuring the core temperature using upconversion thermometry enables direct determination of the bilayer thermal conductivity, opening avenues for studying fundamental membrane biophysical and thermal properties of organic and polymer coatings for a multitude of nanomaterials.