A new in situ cell to study phase transitions and chemical processes on individual aerosol particles in the x-ray transmission microscope at the PolLux beamline of the Swiss light source has been built. The cell is machined from stainless steel and aluminum components and is designed to be used in the standard mount of the microscope without need of complicated rearrangements of the microscope. The cell consists of two parts, a back part which contains connections for the gas supply, heating, cooling devices, and temperature measurement. The second part is a removable clip, which hosts the sample. This clip can be easily exchanged and brought into a sampling unit for aerosol particles. Currently, the cell can be operated at temperatures ranging from −40 to +50 °C. The function of the cell is demonstrated using two systems of submicron size: inorganic sodium bromide aerosols and soot originating from a diesel passenger car. For the sodium bromide we demonstrate how phase transitions can be studied in these systems and that O1s spectra from aqueous sodium bromide solution can be taken from submicron sized particles. For the case of soot, we demonstrate that the uptake of water onto individual soot particles can be studied.