Recent advances in electronics and nanofabrication have enabled membrane-based nanocalorimetry for measurements of the specific heat of microgram-sized samples. We have integrated a nanocalorimeter platform into a 4.5 T split-pair vertical-field magnet to allow for the simultaneous measurement of the specific heat and x-ray scattering in magnetic fields and at temperatures as low as 4 K. This multi-modal approach empowers researchers to directly correlate scattering experiments with insights from thermodynamic properties including structural, electronic, orbital, and magnetic phase transitions. The use of a nanocalorimeter sample platform enables numerous technical advantages: precise measurement and control of the sample temperature, quantification of beam heating effects, fast and precise positioning of the sample in the x-ray beam, and fast acquisition of x-ray scans over a wide temperature range without the need for time-consuming re-centering and re-alignment. Furthermore, on an YBa₂Cu₃O_7−δ crystal and a copper foil, we demonstrate a novel approach to x-ray absorption spectroscopy by monitoring the change in sample temperature as a function of incident photon energy. Finally, we illustrate the new insights that can be gained from in situ structural and thermodynamic measurements by investigating the superheated state occurring at the first-order magneto-elastic phase transition of Fe₂P, a material that is of interest for magnetocaloric applications. © 2017 Author(s).