High sensitivity and fast calorimeters based on silicon nitride thin-film technology are used to study thermal properties of sub-micron samples and transition kinetics on a millisecond time scale. A commercially available thin-film sensor was utilized in our previous works for fast-scanning calorimetric measurements. A non-adiabatic condition allows not only fast heating but also fast cooling at rates up to 10 000 K s−1. Heat transfer from the sub-micron membrane was realized through an ambient gas. In order to justify the calibration procedure utilized in non-adiabatic thin-film calorimetry, the temperature distributions in the membrane and in the ambient gas have been studied. Results from an analytical solution of the heat-transfer problem have been compared with the temperature profiles obtained by fast infrared thermographic measurements under static and oscillating heating–cooling conditions. A theoretical background for ultra-fast-cooling experiments has been formulated. Actually, the best cooling medium for the ultra-fast thin-film cooling calorimetry is a gas at a reduced pressure. The thermal conductivity of a gas is not a limiting factor for the ultra-fast-cooling experiments.