Researchers have been extensively studying wide-bandgap (WBG) semiconductor materials such as gallium nitride (GaN) with an aim to accomplish an improvement in size, weight, and power (SWaP) of power electronics beyond current devices based on silicon (Si). However, the increased operating power densities and reduced areal footprints of WBG device technologies result in significant levels of self-heating that can ultimately restrict device operation through performance degradation, reliability issues, and failure. Typically, self-heating in WBG devices is studied using a single measurement technique while operating the device under steady-state direct current (DC) measurement conditions. However, for switching applications, this steady-state thermal characterization may lose significance since high power dissipation occurs during fast transient switching events. Therefore, it can be useful to probe the WBG devices under transient measurement conditions in order to better understand the thermal dynamics of these systems in practical applications. In this work, the transient thermal dynamics of an AlGaN/GaN high electron mobility transistor (HEMT) were studied using thermoreflectance thermal imaging and Raman thermometry. Also, the proper use of iterative pulsed measurement schemes such as thermoreflectance thermal imaging to determine the steady-state operating temperature of devices is discussed. These studies are followed with subsequent transient thermal characterization to accurately probe the self-heating from steady-state down to sub-microsecond pulse conditions using both thermoreflectance thermal imaging and Raman thermometry with temporal resolutions down to 15 ns.