The mechanical, thermal and optical properties of thin coatings have been considerably improved these last years. For instance optical coatings for laser mirrors with sub ppm losses are now available. Moreover thermal diffusivity varying over more than 4 orders of magnitude can be found when going from polymers coatings to diamond ones. Reliable sensitive techniques are necessary to characterize them. First, we present two optical techniques : ellipsometry and polarization microscopy which lead to determination of optical (refractive index) and geometrical (thickness, homogeneity) parameters. Second, we describe a few optically based photothermal techniques in which heating and detection are contactless and non-destructive : photothermal microscopy, mirage detection, time resolved ellipsometry, etc. These techniques allow local (down to micron scale) to global determination of the optical properties (absorption with a few ppb sensitivity) as well as thermal properties (diffusivity, effusivity) and reveal inhomogeneities, adhesion as well as anisotropies.