A thermal analyzer is provided with: a furnace tube; a sample holder; a heating furnace; a measurement chamber; and a measurement unit. The heating furnace comprises a fixing section to be fixed to the furnace tube. The furnace tube is configured to be attachable to and detachable from the heating furnace and provided with an engagement portion that is configured to be engaged with the fixing section at a variable position in the radial direction. A gap jig is configured to be detachable from the heating furnace and the furnace tube after inserting the furnace tube into the heating furnace and engaging the engagement portion of the furnace tube with the fixing section while the gap jig is interposed between the heating furnace and the furnace tube to maintain the gap between the heating furnace and the furnace tube in the radial direction to be in the predetermined distance.