In this work, it is reported that thermal analysis techniques such as TG, DTA and X-ray thermodiffraction, performed in air or nitrogen atmosphere, are very useful for evaluating and characterizing the pigments and the supports used for the manufacture of wall paintings from the San Isidoro del Campo Monastery (fifteenth century) in which different scenes from the life of San Jeronimo are represented. The use of thermal techniques has allowed for collecting information on the technology and raw materials used in the manufacture of these wall paintings. The composition of the different colours forming the wall paintings is the following: blue by azurite, green by atacamite, red by iron oxide (hematite), cinnabar and ochre by iron oxyhydroxides (goethite), black by carbon and white by calcite. In all the colours, calcite and quartz were also identified. The paintings were performed by using the fresco technique. The support mortars are constituted of calcite, quartz and straw.