We study the non-local spin transport in Permalloy/Cu lateral spin valves (LSVs) fabricated on thermally oxidized Si and MgO substrates. While these LSVs show the same magnitude of spin signals, significant substrate dependence of the baseline resistance was observed. The baseline resistance shows much weaker dependence on the inter-electrode distance than that of the spin transport observed in the Cu wires. A simple analysis of voltage-current characteristics in the baseline resistance indicates the observed result can be explained by a combination of the Peltier and Seebeck effects at the injector and detector junctions, suggesting the usage of high thermal conductivity substrate (or under-layer) is effective to reduce the baseline resistance.