Transient grating spectroscopy was applied to the study of the photo-thermalization process of charge transfer (CT) complexes such as toluene/tetracyanoethylene (TCNE), mesithylene/TCNE, and naphthalene/TCNE in polar liquids. We measured the population and the acoustic grating signals after the excitation of the CT band by a sub-ps laser pulse (358 nm). The delay time of the first acoustic peak arrival time relative to the value expected from impulsive heating was of the order of 10 ps, which represents an energy weighted average of the thermalization time. The energy relaxation time in the ground state is discussed in relation to the excited state lifetime and the reaction free energy.