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This paper investigates theoretically and numerically local heating effects in plasmon nanofocusing structures with a particular focus on the sharp free-standing metal wedges. The developed model separates plasmon propagation in the wedge from the resultant heating effects. Therefore, this model is only applicable where the temperature increments in a nanofocusing structure are sufficiently small not to result in significant variations of the metal permittivity in the wedge. The problem is reduced to a one-dimensional heating model with a distributed heat source resulting from plasmon dissipation in the metal wedge. A simple heat conduction equation governing the local heating effects in a nanofocusing structure is derived and solved numerically for plasmonic pulses of different lengths and reasonable energies. Both the possibility of achieving substantial local temperature increments in the wedge (with a significant self-influence of the heating plasmonic pulses), and the possibility of relatively weak heating (to ensure the validity of the previously developed nanofocusing theory) are demonstrated and discussed, including the future applications of the obtained results. Applicability conditions for the developed model are also derived and discussed.