There are many thermoanalytical techniques but only several of them such as thermogravimetric analysis (TG), high resolution thermogravimetric analysis (Hi-Res™ TG), derivative thermogravimetry (DTG), differential thermal analysis (DTA), calorimetry, differential scanning calorimetry (DSC), modulated differential scanning calorimetry (MDSC), evolved gas analysis (EGA), transient thermal analysis (TTA) and thermal conductivity (k) have selected to be discussed in this paper. Simultaneous thermal analysis (STA) is ideal for investigating issues such as the glass transition of modified glasses, binder burnout, dehydration of ceramic materials or decomposition behaviour of inorganic building materials, also with gas analysis. Selected applications of various thermoanalytical techniques from medicine to construction have also been discussed in this paper.