A thermal analyzer has a heat sink for storing therein a specimen, a heater for heating the heat sink and the specimen, at superheating temperatures, and a cooling mechanism thermally connected to the heat sink for cooling the heat sink and the specimen. The cooling mechanism is comprised of a tubular member having an inlet port for introducing a cooling gas into the tubular member and an outlet port for discharging the cooling gas from the tubular member. A tubular extension is thermaly connected to and extends from the tubular member. An electric cooling device has a cooling head connected to the tubular extension for cooling the cooling mechanism.