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The determination of the uncertainties inherent either in a measurement or an analysis is a most challenging work to be carried out when defining a test set-up or when developing a thermal model. Especially when working with large temperature gradients as they occur for example in propulsion systems (i.e. upper stages, attitude control thruster) the determination of the uncertainties is a demanding job. It is not only the uncertainty of basic physical properties like emissivity, conductivity or capacity which have to be considered by the error analysis but also the inaccuracy of the modelling techniques used. This paper presents the mathematical accurate formulation of the uncertainty analysis to be carried out. The validity of this approach will be demonstrated by easy and comprehensive examples. The standard thermal solver ESATAN used in European space business does not include a procedure which would support such an analysis.