An approach that extends equilibrium thermodynamics principles to out-of-equilibrium systems is based on the local equilibrium hypothesis. However, the validity of the a priori assumption of local equilibrium has been questioned due to the lack of sufficient experimental evidence. In this paper, we present experimental results obtained from a pure thermodynamic study of the non-turbulent Rayleigh–Bénard convection at steady-state to verify the validity of the local equilibrium hypothesis. A non-turbulent Rayleigh–Bénard convection at steady-state is an excellent ‘model thermodynamic system’ in which local measurements do not convey the complete picture about the spatial heterogeneity present in the macroscopic thermodynamic landscape. Indeed, the onset of convection leads to the emergence of spatially stable hot and cold domains. Our results indicate that these domains while break spatial symmetry macroscopically, preserves it locally that exhibit room temperature equilibrium-like statistics. Furthermore, the role of the emergent heat flux is investigated and a linear relationship is observed between the heat flux and the external driving force following the onset of thermal convection. Finally, theoretical and conceptual implications of these results are discussed which opens up new avenues in the study non-equilibrium steady-states, especially in complex, soft, and active-matter systems.