Some semiconducting thin films (p and n FeS2, PdS, CoS2, etc.) show an hysteresis-like loop on accomplishing measurements of the Seebeck coefficient. In these films one obtains two different values of the thermovoltage for the same thermal gradient applied to the sample. It has been found that the measured thermovoltage is the superposition of a linear component (proportional to the thermal gradient) and a non-linear one (proportional to the time-derivative of the thermal gradient). The linear component allows us to define a constant Seebeck coefficient, S, of the samples. The non-linear component appears to be higher for larger values of S. Although no explanation has been found for this behaviour, several possible underlying phenomena are pointed out. (c) 2005 Elsevier B.V. All rights reserved.