The spin Hall effect allows the generation of spin current when charge current is passed along materials with large spin-orbit coupling. It has been recently predicted that heat current in a nonmagnetic metal can be converted into spin current via a process referred to as the spin Nernst effect. We report the observation of the spin Nernst effect in W. In W/CoFeB/MgO heterostructures, we find changes in the longitudinal and transverse voltages with magnetic field when temperature gradient is applied across the film. The field dependence of the voltage resembles that of the spin Hall magnetoresistance. A comparison of the temperature gradient-induced voltage and the spin Hall magnetoresistance allows direct estimation of the spin Nernst angle. We find the spin Nernst angle of W to be similar in magnitude but opposite in sign to its spin Hall angle. Under an open-circuit condition, this sign difference results in the spin current generation larger than otherwise. These results highlight the distinct characteristics of the spin Nernst and spin Hall effects, providing pathways to explore materials with unique band structures that may generate large spin current with high efficiency.