SiO2-based organic-inorganic hybrids (OIHs) are versatile materials whose properties may change significantly because of their thermal treatment. In fact, after their preparation at low temperature by the sol-gel method, they still have reactive silanol groups due to incomplete condensation reactions that can be removed by accelerating these processes upon heating them in controlled experimental conditions. In this study, the thermal behavior of pure SiO2 and four SiO2-based OIHs containing increasing amount (6, 12, 24 and 50 wt %) of poly(ε-caprolactone) (PCL) has been studied by simultaneous thermogravimetry (TG) and differential scanning calorimetry (DSC). The FTIR analysis of the gas mixture evolved at defined temperatures from the samples submitted to the TG experiments identified the mechanisms of thermally activated processes occurring upon heating. In particular, all samples already release ethanol at low temperature. Moreover, thermal degradation of PCL takes place in the richest-PCL sample, leading to 5-hexenoic acid, H2O, CO2, CO and ε-caprolactone. After the samples’ treatment at 450, 600 and 1000 °C, the X-ray diffraction (XRD) spectra revealed that they were still amorphous, while the presence of cristobalite is found in the richest-PCL material.