This paper presents the results obtained from the thermal analysis of a set of geomaterials (clays, pyroclastic materials, and industrial recycled materials) to be used as raw materials for the synthesis of geopolymers, specifically designed for the conservation of Cultural Heritage (CH) buildings, particularly in seismic hazard zones such as Sicily. X-ray diffraction and gas volumetric analysis (calcimetry) were applied to this set of raw materials in order to characterize the materials from the chemical and structural point of view. Thermogravimetric analysis (TG), TG coupled to Fourier transform infrared spectroscopy (TG-FTIR), and differential scanning calorimetry were used to characterize their thermal behavior. The statistical treatment of the thermogravimetric data by principal component analysis and hierarchical clustering analysis highlights the direct relation between the thermal data and the material composition that will be exploited for the selection of the best materials to obtain geopolymers specifically designed for the conservation of CH buildings.