Diffraction with focused electron probes is among the most powerful tools for the study of time-averaged nanoscale structures in condensed matter. Here, we report four-dimensional (4D) nanoscale diffraction, probing specific site dynamics with 10 orders of magnitude improvement in time resolution, in convergent-beam ultrafast electron microscopy (CB-UEM). As an application, we measured the change of diffraction intensities in laser-heated crystalline silicon as a function of time and fluence. The structural dynamics (change in 7.3 +/- 3.5 picoseconds), the temperatures (up to 366 kelvin), and the amplitudes of atomic vibrations (up to 0.084 angstroms) are determined for atoms strictly localized within the confined probe area (10 to 300 nanometers in diameter). We anticipate a broad range of applications for CB-UEM and its variants, especially in the studies of single particles and heterogeneous structures.