We present a nanospectroscopic device platform allowing simple and spatially resolved thermoelectric detection of molecular fingerprints of soft materials. Our technique makes use of a locally generated thermal gradient converted into a thermoelectric photocurrent that is read out in the underlying device. The thermal gradient is generated by an illuminated atomic force microscope tip that localizes power absorption onto the sample surface. The detection principle is illustrated using a concept device that contains a nanostructured strip of polymethyl methacrylate (PMMA) defined by electron beam lithography. The platform's capabilities are demonstrated through a comparison between the spectrum obtained by on-chip thermoelectric nanospectroscopy with a nano-FTIR spectrum recorded by scattering-type scanning near-field optical microscopy at the same position. The subwavelength spatial resolution is demonstrated by a spectral line scan across the edge of the PMMA layer.