In optical detection setups to measure the deflection of micro-cantilevers, part of the sensing light is absorbed, heating the mechanical probe. We present experimental evidences of a frequency shift of the resonant modes of a cantilever when the light power of the optical measurement set-up is increased. This frequency shift is a signature of the temperature rise, and presents a dependence on the mode number. An analytical model is derived to take into account the temperature profile along the cantilever, it shows that the frequency shifts are given by an average of the profile weighted by the local curvature for each resonant mode. We apply this framework to measurements in vacuum and demonstrate that huge temperatures can be reached with moderate light intensities: a thousand °C with little more than 10 mW. We finally present some insight into the physical phenomena when the cantilever is in air instead of vacuum.