In scanning thermal microscopy (SThM) techniques, the thermal exchange radius between tip and sample is a crucial parameter. Indeed, it limits the lateral spatial resolution but, in addition, an accurate value of this parameter is necessary for a precise identification of thermal properties. But until now, the thermal exchange radius is usually estimated but not measured. This paper presents an experimental procedure, based on the 3omega-SThM method, to measure its value. We apply this procedure to evaluate the thermal exchange radius of two commercial probes: the well-known Wollaston one and a new probe constituted of a palladium film on a SiO(2) substrate. Finally, presenting silicon nanowire images, we clearly demonstrate that this new probe can reach a spatial resolution better than 100 nm whereas the Wollaston probe hardly reaches a submicronic spatial resolution.