Atomic force microscopy (AFM) has been widely used to observe and manipulate physical phenomena at the nanoscale. In AFM, the cantilever is the lens for observing physical phenomena. If we understand how this lens behaves on the material surface, we can understand what kinds of physical phenomena are there and how they interact with the cantilever. Here, I will summarize our recent efforts on the probing of thermally induced phenomena in inorganic/biological samples at the nanoscale based on the nonlinear cantilever dynamics. I will present electrically driven thermal expansion in inorganic materials such as ferroelectric BiFeO₃ thin films. It was found that electrically induced nonlinear responses are associated with Joule heating effects. Further, I will also show photo-activated thermal expansion in biological materials such as melanoma and Arabidopsis cells. In general, linear responses of the photo-activated thermal expansion have been widely used for observing chemical and/or thermal information of the organic and biological materials. However, it was found that nonlinear responses can be also useful for identifying local features of the biological materials. These results present that the nonlinear cantilever dynamics in AFM could provide new pathways for exploring fundamental physical properties.