Conformal perturbation theory is a powerful tool to describe the behavior of statistical-mechanics models and quantum field theories in the vicinity of a critical point. In the past few years, it has been extensively used to describe two-dimensional models and recently has also been extended to three-dimensional models. We show here that it can also be used to describe the behavior of four-dimensional lattice gauge theories in the vicinity of a critical point. As an example, we discuss the two-point correlator of Polyakov loops close to the thermal deconfinement transition of $\mathrm{SU}(2)$ Yang-Mills theory. We show that the short-distance behavior of this correlation function (and, thus, of the interquark potential) is described very well by conformal perturbation theory. This method is expected to work with a similarly high accuracy for all critical points in the same universality class, including, in particular, the critical endpoint in the QCD phase diagram.