Circular dichroism (CD) spectroscopy is a powerful optical technique for the study of chiral materials and molecules. It gives access to an enantioselective signal based on the differential absorption of right and left circularly polarized light, usually obtained through polarization analysis of the light transmitted through a sample of interest. CD is routinely used to determine the secondary structure of proteins and their conformational state. However, CD signals are weak, limiting the use of this powerful technique to ensembles of many molecules. Here, we experimentally realize the concept of photothermal circular dichroism, a technique that combines the enantioselective signal from circular dichroism with the high sensitivity of photothermal microscopy, achieving a superior signal-to-noise ratio to detect chiral nano-objects. As a proof of principle, we studied the chiral response of single plasmonic nanostructures with CD in the visible range, demonstrating a signal-to-noise ratio better than 40 with only 30 ms integration time for these nanostructures. The high signal-to-noise ratio allows us to quantify the CD signal for individual nanoparticles. We show that we can distinguish relative absorption differences for right circularly and left circularly polarized light as small as g_min = 4 × 10^-3 for a 30 ms integration time with our current experimental settings. The enhanced sensitivity of our technique extends CD studies to individual nano-objects and opens CD spectroscopy to numbers of molecules much lower than those in conventional experiments.