The efficient generation, manipulation and detection of magnetic skyrmions are important for the development of future spintronic devices. One approach is to use electric-current-induced spin torques. Recently, thermally induced skyrmion motion has also been observed, but wider experimental evidence and its capabilities remain limited. Here we report the thermal generation, manipulation and thermoelectric detection of nanoscale skyrmions in microstructured metallic multilayers integrated with on-chip heaters. The local application of heat can facilitate a domain morphological transition and the formation of skyrmions at the device edge, where a low energy barrier exists. We observe the unidirectional diffusion of skyrmions from hot regions to cold regions, which is due to the interplay among the repulsive forces between skyrmions, thermal spin–orbit torques, entropic forces and magnonic spin torques. The thermally generated skyrmions can also be electrically detected via the Nernst voltage.