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Phase transitions are ubiquitous across life, yet hard to quantify and describe accurately. In this work, we develop an approach for characterizing generic attributes of phase transitions from very limited observations made deep within different phases’ domains of stability. Our approach is called thermodynamic maps (TM), which combines statistical mechanics and molecular simulations with score-based generative models. TM enable learning the temperature dependence of arbitrary thermodynamic observables across a wide range of temperatures. We show its usefulness by calculating phase transition attributes such as melting temperature, temperature-dependent heat capacities, and critical exponents. For instance, we demonstrate the ability of TM to infer the ferromagnetic phase transition of the Ising model, including temperature-dependent heat capacity and critical exponents, despite never having seen samples from the transition region. In addition, we efficiently characterize the temperature-dependent conformational ensemble and compute melting curves of the two RNA systems: a GCAA tetraloop and the HIV-TAR RNA, which are notoriously hard to sample due to glassy-like energy landscapes.