The invention concerns a gas analyzer comprising: a measuring volume (2), a radiation source (1) for providing a beam to pass said measuring volume; a heat sink (16) for said radiation source; at least one thermal detector (3) having a hot junction within a support structure and receiving the radiation and a cold junction for reference within the same support structure and protected from said radiation; at least one optical bandpass filter (9) between said hot junction and said radiation source; and a thermal mass (11), which is formed of a material having high thermal conductance. The thermal mass has a cavity with a bottom step (34) and a rim (32), and a first length therebetween. The support structure has a frontal edge (35) and a base plate lip (33), and a second length therebetween. There is a radial gap between the thermal mass and the support structure. Press means urge said support structure in the cavity, whereupon a more efficient thermal contact is either between said frontal edge and said bottom step, or between said base plate lip and said rim. A first thermal barrier (17) is between the heat sink and the thermal mass, and a second thermal barrier (22) surrounds the thermal mass. A shield (19) formed of a material having high thermal conductance covers said second thermal barrier and is in thermal contact with said heat sink.