Substrate Integrated (SI) technologies, either completely or partially filled with dielectric, as well as completely empty (i.e. without any dielectric material), have been object of intense research in the last years. Their performance in terms of losses, cost and size are mid-way between those of classical planar lines and rectangular waveguides. Many communication devices have already been successfully designed, manufactured and measured in all these SI technologies. But these measurements are mostly done at room temperature under atmospheric pressure conditions. However, the good results (in terms of low loss, profile and cost) of these novel technologies, especially the completely empty versions, close to the performance of the rectangular waveguide, make them a very good alternative for being used in small satellite payloads. Up to now, few attention has been given to the thermal analysis of these SI technologies, still missing a complete comparative study of these effects under both, atmospheric pressure and vacuum conditions. In this work the same filter is implemented on four different SI technologies (including completely and partially filled with dielectric, as well as empty -no dielectric- versions). The four filters are designed, manufactured, and measured at different temperatures according to the thermal testing standards for space applications. The thermal study is performed under atmospheric pressure conditions and, for the first time, under high vacuum conditions. Finally, a comparison with all previous available thermal studies (all of them performed at atmospheric pressure levels) is included.