In this work, we introduce a new electrochemical technique, Multi-harmonic ElectroThermal Spectroscopy (METS) based on frequency dependent temperature sensing. We show that the thermal signatures generated at different harmonics when an Alternating Current (AC) is passed through an electrochemical cell can be used to extract thermodynamic (entropic), kinetic (charge transfer rate) and transport (charge and mass transport) properties associated with the electrochemical cell. From the frequency dependence of the thermal penetration depth, the spatial origin of the effect can be located within a resolution of a few microns, thereby enabling the attribution of the effect to a particular electrode. A four-point probe RTD sensor acting as a METS sensor is employed on the exterior of the current collector, which non-invasively provides spatially resolved information about the electrochemical processes in the cell. Through this work, we are able to, for the first time, determine the entropy change of a single charge transfer reaction in an electrode and spatially resolve the heat generation in a single Li-ion cell, with a length-scale resolution of a microns.