A method of rapid controlled cooling and heating of thin samples is developed. The apparatus comprises of a thin-film resistor embedded in a membrane and a sample placed on it, a narrow gap between the membrane and a heat sink, and a control circuit. The resistor acts both as a heater and as a temperature sensor to reduce time constant of the control circuit. The gap between the membrane and the heat sink is filled with gas (e.g., N-2 or He) acting as cooling medium with low thermal inertia. The control circuit applies given rate of temperature changes and measures the power, released on the heater, to determine sample thermal properties such as heat capacity, exothermal/endothermal heat flow, etc. The method allows realizing fast (100 000 K s(-1)) controlled (e.g., linear) cooling and heating rates regardless of thermal events in a sample, and fast (similar to 10 mu s) switching between ramps and isotherms. Beside calorimetry, the method can be used in a variety of applications, requiring rapid controlled temperature changes of a sample, and in studying of fast thermal processes. (c) 2005 Elsevier B.V. All rights reserved.