The wavelengths associated to the transmission peaks of a Fabry-Perot etalon are directly connected with its optical thickness. As a consequence, any change in the physical thickness or the refractive index of the cavity has a direct influence on the value of these specific wavelengths. This property can be used to determine the thermal characteristics, like the coefficient of thermal expansion or the thermo-optic coefficient, of some materials. However, to be efficient, this method needs a very high accuracy in the determination of these resonant wavelengths. We developed a dedicated measurement set-up, combining a tunable laser source around 850 nm and a high precision wavelength meter to determine with accuracy better than 0.2 pm the resonant wavelengths of a Fabry-Perot etalon. We use a temperature stabilized chamber to avoid temperature fluctuations or, on the contrary, to apply a deterministic temperature change at the cavity level. We describe the structure of our bench and present the results obtained on BK7 windows as well as on an optically contacted ULE Fabry-Perot with silver coatings.