A novel approach based on Thermogravimetric analysis followed by Chemometrics (TGA/Chemometrics) is provided for Thalassemia diagnosis and a comprehensive study consisting of the coupled approach TGA/Chemometrics, the Complete Blood Count (CBC) and Red Blood Cell (RBC) indices is developed and results are compared. A number of 128 subjects were involved in this study included 16 thalassemia intermedia transfusion-dependent (TI-TD) patients, 18 thalassemia intermedia non transfusion-dependent (TI-NTD) patients, and 14 thalassemia major β (TM-TD) patients. Thalassemic patients were found to be clearly distinct from healthy donors as a function of a different thermal behavior. The chemometric analysis identifies the differences in the composition of blood and a model of prediction for β-thalassemia was developed and validated to distinguish all patients. TGA/Chemometrics method also permitted to differentiate thalassemic patients according to the severity of anaemia while the evaluation of the indices and the CBC are not able to identify TI-TD, TI-NTD and TM-TD patients at first level test. TGA/Chemometrics was successfully applied for thalassemia diagnosis with 100% of correct classification rate. Chemometric analysis demonstrated that red cell distribution width (RDW), haemoglobin (Hb) and RBC are the diagnostic features in thalassemia compared to mean corpuscular volume (MCV) and mean corpuscular haemoglobin (MCH). New insights into the significance of the haematological features were provided for an update of the thalassemia classification.