In this study, the analysis of the decomposition of four different peroxides (including hydrogen peroxide) by screening calorimetry is proposed. The objective is to analyze the decomposition reactions and evaluate the consequences in particular when the process undergoes to thermal explosion and may be the cause of incidents. Screening calorimetry data allow us to define the conditions and ranges of temperature and pressure evolved during the reaction. In the experimental apparatus used (a screening calorimeter), the experiments have been carried out safely, even when there is a rapid and large increase in temperature and pressure. Scanning and isothermal conditions has been investigated. An Early Warning Detection System (EWDS) for thermal runaway, based on the divergence criterion, has also been applied off-line to the experimental isothermal data, in order to evaluate the sensitivity of the method applied to both temperature and pressure profiles. The results of the application of the EWDS have been compared to those obtained using the Hub and Jones criterion.