In the invention, a collection device includes a first micro scale plate having a sorbent surface and a through hole. The through hole provides for the passage of an analyte fluid flow through the plate and it has a volume and geometry to provide contact between the fluid and the sorbent surface in an amount effective to absorb a sufficient amount of analyte for subsequent detection of the analyte. The sorbent surface can be provided by a sorbent coating such as an active sensing film, e.g. a conducting or optically active material, examples of which include conducting polymers, polymer/carbon composites, carbon nanotubes. and dye-containing materials. The analyte collection device preferably includes a heating source, e.g. a heating element formed from a resistive trace, or a plurality of resistive traces on or within the first microscale plate, for effecting a thermal release of collected analyte from the plate.