Microelectrode wires heated directly in situ by an electric current generate mass as well as heat energy transport phenomena. With continuous heating, a stationary surface temperature is established as a result of thermally promoted convection. The geometry of concentration and temperature profiles under these conditions are investigated by cyclic voltammetry, potential step experiments, and finite element simulation of convection and diffusion processes. It is shown that the Nernst diffusion layer approaches a constant, temperature independent thickness if the temperature difference between bulk and electrode surface exceeds ca. 30 K in aqueous solution. At continuously heated wire electrodes, diffusion coefficient values as well as kinetic data can be determined under well-defined temperature conditions, and in a very convenient way.