The energy dependent thermoelectric response of a single molecule contains valuable information about its transmission function and its excited states. However, measuring it requires devices that can efficiently heat up one side of the molecule while being able to tune its electrochemical potential over a wide energy range. Furthermore, to increase junction stability, devices need to operate at cryogenic temperatures. In this work, we report on a device architecture to study the thermoelectric properties and the conductance of single molecules simultaneously over a wide energy range. We employ a sample heater in direct contact with the metallic electrodes contacting the single molecule which allows us to apply temperature biases up to ΔT = 60 K with minimal heating of the molecular junction. This makes these devices compatible with base temperatures T_bath < 2 K and enables studies in the linear (Δ T ≪ T molecule) and nonlinear (Δ T ≫ T molecule) thermoelectric transport regimes.