The pronounced temperature dependence of up-conversion luminescence from nanoparticles doped with rare-earth elements enables local temperature measurements. By mixing these nanoparticles into a commercially available photoresist containing the low-fluorescence photo-initiator Irgacure 369, and by using three-dimensional direct laser writing, we show that micrometer sized local temperature sensors can be positioned lithographically as desired. Positioning is possible in pre-structured environments, e.g., within buried microfluidic channels or on optical or electronic chips. We use the latter as an example and demonstrate the measurement for both free space and waveguide-coupled excitation and detection. For the free space setting, we achieve a temperature standard deviation of 0.5 K at a time resolution of 1 s.