Independent characterization of absorption of nano-objects is fundamental to the understanding of non-radiative properties of light matter interaction. To resolve heterogeneity in the response due to local effects, orientation or rare interactions, a single particle approach is necessary. Currently, there are very few methods that attempt to do so. Furthermore, they are limited in the type of structures and the spectral range for which they succeed. This work presents the first general and broad band method to measure the pure absorption spectrum of single particles. Photothermal microscopy is combined with a supercontinuum pulsed fiber optic tunable laser to detect a signal proportional to the pure absorption cross section of single particles at different excitation wavelengths. For the first time, a method is available to measure the pure absorption spectra of single nano-structures that exhibit spectral features from the visible to the near IR. This method is used to resolve the radiative and non-radiative properties of simple gold nanostructures, revealing the heterogeneity present in the response.