We report the results of atomic force microscopy (AFM) based nanoscale probing of thermal and nanomechanical properties of relatively thick (50-90 mn) polymer brush layers from poly(styrene-co-2,3,4,5,6-pentafluorostyrene) (PSF) and polymethylacrylate (PMA). These layers, with a high density of grafting, are synthesized according to a "grafting-from" approach on a silicon surface modified with a reactive self-assembled monolayer. In the dry state, glassy and rubbery brush layers are found to be homogeneous matters with no signs of lateral chain segregation, which is observed for polymer layers with low to moderate grafting densities. We observed that thermal, mechanical, and thermoelastic properties of these polymer brush layers are virtually identical to that for unconfined polymers obtained concurrently via bulk polymerization. Direct measurement of heat dissipation and the thermoelastic response within the PSF brush layer confirms that the glass-rubber transition occurs between 100 and 110 degreesC as expected for the high-molecular weight polymer. Surface nanomechanical mapping reveals much lower adhesion of the PSF layer, which is glassy at room temperature and contains fluorine-enriched segments, in comparison with the sticky PMA layer containing polar segments. At room temperature, the PSF layer shows a compression elastic modulus of approximately 1 GPa whereas the rubbery PMA layer has an elastic modulus of 50 MPa, typical for the rubbery state. Heating the glassy PSF layer results in a gradual decrease of the elastic modulus caused by the glass transition, and conversion to the rubbery state is completed above 110 degreesC with an elastic modulus of 15 MPa.