It is of scientific and industrial importance to obtain detailed understanding of heat transfer and stress distributions in the substrate under nano-scale scratching. In this study, the copper (110) substrate was chosen, and the scratching tip was a double-walled nano-cone. It is found that the double-walled nano-cones are more workable than single-walled nano-cones and carbon nanotubes. Moreover, repeated scratches show high aspect-ratio trenches could be obtained by the manufacturing technique. Time-domain heat transfer and stress analysis was carried out by using a control-volume technique with an atomic spatial resolution, except near the boundaries. It is found the temperature rises locally near the scratch tip, and trailing thermal waves were more prominent than the leading thermal waves. For the case of the scratching temperature at 700 K, the highest temperature during the scratch was found to be about 850 K.