Scanning tunneling microscopy (STM) based techniques combined with optical excitation enable us to analyze a variety of functional properties of nano-materials and nano-devices. A review of several works on photo-assisted STM is presented. It is shown that spatially resolved Fourier-transform photo-absorption spectra of individual GeSn nanodots, obtained by a technique based on STM, exhibited a distinct peak far below the absorption edge of the Si substrate, which showed a clear blue shift with decreasing dot size. The energy position of the peak was in good agreement with the optical transition energy between discrete levels predicted by the quantum-confinement size dependence.