The convection plays a very important role in heat transfer when MEMS work under air environment. However, traditional measurements of convection heat transfer coefficient require the knowledge of thermal conductivity, which makes measurements complex. In this work, a modified steady state “hot wire” (MSSHW) method is proposed, which can measure the heat transfer coefficient of microwires’ convection without the knowledge of thermal conductivity. To verify MSSHW method, the convection heat transfer coefficient of platinum microwires was measured in the atmosphere, whose value is in good agreement with values by both traditional measurement methods and empirical equations. Then, the convection heat transfer coefficient of microwires with different materials and diameters were measured by MSSHW. It is found that the convection heat transfer coefficient of microwire is not sensitive on materials, while it increases from 86 W/(m2·K) to 427 W/(m2·K) with the diameter of microwires decreasing from 120 μm to 20 μm. Without knowing thermal conductivity of microwires, the MSSHW method provides a more convenient way to measure the convective effect.