Cryogenic low noise amplifiers based on high electron mobility transistors (HEMTs) are widely used in applications such as radio astronomy, deep space communications, and quantum computing, and the physical mechanisms governing the microwave noise figure are therefore of practical interest. In particular, the contribution of thermal noise from the gate at cryogenic temperatures remains unclear owing to a lack of experimental measurements of thermal resistance under these conditions. Here, we report measurements of gate junction temperature and thermal resistance in a HEMT at cryogenic and room temperatures using a Schottky thermometry method. At temperatures $sim 20$ K, we observe a nonlinear trend of thermal resistance versus power that is consistent with heat dissipation by phonon radiation. Based on this finding, we consider heat transport by phonon radiation at the low-noise bias and liquid helium temperatures and estimate that the thermal noise from the gate is several times larger than previously assumed owing to self-heating. We conclude that without improvements in thermal management, self-heating results in a practical lower limit for microwave noise figure of HEMTs at cryogenic temperatures.