Thermogravimetry coupled with evolved gas analysis (TG-EGA) is one of the most fundamental analytical techniques for characterizing inorganic solid materials. This method is particularly crucial for materials with complex chemical compositions, especially when their functionalities are closely correlated with interactions involving gaseous phases. In this article, we review our recent TG-EGA studies on advanced ceramics that incorporate molecular ions within their crystal structures, which we refer to as “supra-ceramics.” This review highlights the pivotal role of the TG-EGA technique in advancing the development of this class of materials in our research.