Plasmonics, as a rapidly growing research field, provides new pathways to guide and modulate highly confined light in the microwave-to-optical range of frequencies. We demonstrated a plasmonic slot waveguide, at the nanometer scale, based on the high-transition-temperature (Tc) superconductor Bi2Sr2CaCu2O8+δ (BSCCO), to facilitate the manifestation of chip-scale millimeter wave (mm-wave)-to-terahertz (THz) integrated circuitry operating at cryogenic temperatures. We investigated the effect of geometrical parameters on the modal characteristics of the BSCCO plasmonic slot waveguide between 100 and 800 GHz. In addition, we investigated the thermal sensing of the modal characteristics of the nanoscale superconducting slot waveguide and showed that, at a lower frequency, the fundamental mode of the waveguide had a larger propagation length, a lower effective refractive index, and a strongly localized modal energy. Moreover, we found that our device offered a larger SPP propagation length and higher field confinement than the gold plasmonic waveguides at broad temperature ranges below BSCCO’s Tc. The proposed device can provide a new route toward realizing cryogenic low-loss photonic integrated circuitry at the nanoscale.