This work reports the dynamical thermal behavior of lasing microspheres placed on a dielectric substrate while they are homogeneously heated-up by the top-pump laser used to excite the active medium. The lasing modes are collected in the far-field and their temporal spectral traces show characteristic lifetimes of about 2 ms. The latter values scale with the microsphere radius and are independent of the pump power in the studied range. Finite-Element Method simulations reproduce the experimental results, revealing that thermal dynamics is dominated by heat dissipated towards the substrate through the medium surrounding the contact point. The characteristic system scale regarding thermal transport is of few hundreds of nanometers, thus enabling an effective toy model for investigating heat conduction in non-continuum gaseous media and near-field radiative energy transfer.