This work focuses on the characterisation of the heritage building materials (plasters, mortars, bricks and glazed tiles) of the Tsogt Palace’s ruins located in the Bulgan Province of Mongolia. In addition, contribution is also given to a preliminary evaluation of their state of conservation in consideration of the climate conditions to which the site is exposed. To accomplish the objectives, information on the climate and historical context have been acquired. A set of analytical methodologies has been applied on the seventeen samples collected: Polarized Light (PLM) and Scanning Electron Microscopy coupled with Energy Dispersive X-Ray Spectroscopy (SEM-EDX), X-Ray Diffraction (XRPD), Raman Spectroscopy and Ion Chromatography (IC). The data obtained allowed us to achieve a mineralogical and petrographic characterisation of the samples, underlining the nature of the binder in mortars and plasters, the type of clay used as raw material for bricks and tile, their hypothetical firing temperature and the aggregate composition. Moreover, it was also possible to identify the colouring coating typology in tiles and their process of production. Regarding the state of conservation, the principal deterioration phenomena affecting the site due to environmental impact can be also hypothesised, even though major studies are necessary for an exhaustive assessment.