An electrochromic material changes its optical properties in the visible part of the spectrum under a certain applied potential. The change is reversible and the material returns to its original state under the opposite electric field. Recently, electrochromism has been applied in electrochromic devices, where in a battery-like assembly the throughput of solar light is controlled by the voltage and is usually termed a smart window. In the first part of this article a brief theoretical introduction to electrochromism and the functioning of smart windows is given. Since in the last decade nickel oxide has been extensively studied as an ion-storage material in electrochromic devices, some properties of nickel oxide are explained in the following part. The electrochromic response (reversibility during potential switching and the degree of coloration) of a nickel oxide thin film, used in a electrochromic device, strongly depends on the degree of heat treatment. Thermal analysis of thin films can give valuable information about a suitable temperature and the duration of heat-treatment when thin films are prepared by chemical methods of deposition. Since thermal analysis of thin films deposited on a substrate is not a common analytical technique, basic strategies are also summarized in the article. After this theoretical introduction, the application of TG analysis to optimisation of the electrochromic response of sol-gel prepared Ni oxide thin films is presented. The electrochromic properties of thin films, thermally treated to different degrees, were tested using spectroelectrochemical methods. Additional techniques (IR, TEM, AFM and EXAFS) were indispensable in following structural and morphological changes during the heat treatment.