A technique to study nanoscale spin transport of holes is presented: ballistic hole magnetic microscopy. The tip of a scanning tunneling microscope is used to inject hot electrons into a ferromagnetic heterostructure, where inelastic decay creates a distribution of electron-hole pairs. Spin-dependent transmission of the excited hot holes into an underlying p-type semiconductor collector induces a hole current in the valence band of the semiconductor, with magnetocurrent values up to 180%. The spin-filtering of holes is used to obtain local hysteresis loops and magnetic imaging with spatial resolution better than 30 nm.