In this work is presented the complete thermal analysis of polyols by direct methods such as simultaneous thermogravimetric and differential thermal analyzer (TGA-DTA), differential scanning calorimetry (DSC), modulated DSC (MDSC), and supercooling MDSC. The different thermal events in the temperature range of 113–553 K were identified for glycerol (GL), ethylene glycol (EG), and propylene glycol (PG). Boiling temperature (TB) decreased as GL > EG > PG, but increased with the heating rate. GL showed a complex thermal event at 191–199 K, identified as the glass transition temperature (Tg) and devitrification temperature (Tdv), and a liquid–liquid transition (TL-L) at 215–221 K was identified as the supercooling temperature. EG showed several thermal events such as Tg and Tdv at 154 K, crystallization temperature (Tc) at 175 K, and melting temperature (Tm) at 255 K. PG also showed a complex thermal event (Tg and Tdv) at 167 K, a second devitrification at 193 K, and TL-L at 245 K. For PG, crystallization was not observed, indicating that, during the cooling, the liquid remained as an amorphous solid.