A thermal analysis device, a sample holder assembly and a thermal analysis method, capable of DSC measurement and TG measurement while simplifying replacement of a temperature sensor or the like upon damages. The thermal analysis device includes a sample holder assembly that is detachably mounted, a first sample stage and a second sample stage that are detachably mounted, a heater (heating furnace) that heats the sample holder assembly and the like, a temperature controller, a temperature measuring section for detecting a temperature difference between the sample and a reference substance, and a weight measuring section (balance) for measuring a weight difference between the sample and the reference substance. The sample holder assembly includes a first sample holder for placing a sample thereon, and a second sample holder for placing a reference substance thereon, as well as a heat sink coupled to the first sample holder and the second sample holder, respectively, through a member having a predetermined thermal resistance, for measuring the temperature difference or the weight difference.