The article deals with the synthesis, study of thermal decomposition and identification of the thermolysis products of cesium tungstophosphates that are promising compounds in the field of materials science, catalysis and other fields of science and technology. Compounds with the Keggin anion structure are synthesized from aqueous solutions: Cs3[PW12O40] ∙ 9H2O; Cs5Na2[PW11O39(H2O)] ∙ 5H2O and Cs5[PW11O39Ni0,5Cu0,5(H2O)] ∙ 4H2O. The processes of their thermal decomposition are investigated and some regularities of their thermolysis are established. Thermolysis products are identified: Cs3PW12O40, phases with the structure of pyrochlore and hexagonal tungsten bronze of the composition Cs10/13Na4/13P2/13W22/13O6 and Cs10/13P2/13Ni1/13Cu1/13W22/13O6. The unit cell parameters of the phase with the pyrochlore structure are determined. Research results confirm that phosphorus, nickel and copper ions are included in the structure of pyrochlore and hexagonal tungsten bronze. Phases similar to this chemical composition are not previously known in the literature. The studied tungstophosphates and their thermolysis products are promising compounds for obtaining heterogeneous catalysts for the oxidation of organic compounds and selective sorbents. The research results can be useful for predicting the thermal properties and phase composition of thermolysis products of similar polyoxometallates in order to obtain new compounds with the structure of pyrochlore and hexagonal tungsten bronze, as well as composite materials based on them.