The cross-linkability of a hard paraffin wax in the presence of relatively small amounts of benzoyl peroxide was investigated thermoanalytically. Differential scanning calorimetry results, supported by thermogravimetric data, indicated the possible cross-linking of higher molar mass fractions of the wax. These observations were, however, not supported by infrared and gel content data. Infrared data showed some degradation, while gel content analyses showed that, if cross-linking had occurred, no three-dimensional space network was formed.