The Scanning Thermal Microscopic (SThM) probe, a thin Pt resistance wire, is used in the constant force mode of an Atomic Force Microscope (AFM). Thermal signal-distance curves for differing degrees of relative humidity and different surrounding gases demonstrate how heat is transferred from the heated probe to the sample. It is known that water affects atomic force microscopy and thermal measurements; we report here on the variation of the water interaction on the thermal coupling versus the probe temperature. Measurements were taken for several solid materials and show that the predominant heat transfer mechanisms taking part in thermal coupling are dependent on the thermal conductivity of the sample. The results have important implications for any quantitative interpretation of thermal images made in air.