•Innovative dating methods for archaeological finds are reviewed.•The most important approaches for dating fossil bones are discussed.•The more recent thermal analytical-chemometric methods for fossil bones differentiation are presented. Recently proposed innovative methods for dating archaeological finds reported in the literature are reviewed, together with the researches carried out in this field by our team, using several instrumental techniques (sensor, biosensor, electrochemical, thermal-analytical, and so on). In this framework, particular attention was then focused on examining the main currently adopted methods for bones dating. Lastly, the possibility of using thermogravimetry coupled to chemometrics for differentiating, quickly and inexpensively, finds of very ancient human fossil bones (several thousand years BC), from less ancient ones (few hundreds of years before and after Christ) is illustrated, together with a thorough discussion of the criteria (i.e., the collagen-carbonates content ratio, or the different types of carbonate) this approach is based on.