To enable the reduction in working efforts by hand by performing control a drying operation by appropriately selecting dry conditions depending on the connection mode of the cooling device, and removal of moisture and the like without fail. The thermal analysis system uses a heater and a cooling device to raise and decrease the temperature inside the purge box. In the drying method for the thermal analysis system, the drying operation is performed by: previously setting dry conditions depending on the connection mode of the cooling device; starting control of an opening time dry process upon activation of the thermal analysis system; supplying a predetermined amount of dry gas into the purge box in accordance with the dry conditions corresponding to the selected connection mode of the cooling device with the cooling device kept off; and making the temperature control module control the temperature of the dry gas.