Dark chocolate is a confectionery product traditionally made from cocoa beans, sugar, and vanilla essence. The aim of the study was to investigate the thermal properties of dark chocolates and fats extracted from these chocolates using thermal methods of food analysis, such as differential scanning calorimetry (DSC) and thermogravimetry (TG). The profile of fatty acids in the fat extracted from the chocolates was also determined. The presence of three fatty acids (palmitic P, stearic S, and oleic O) constituting triacylglycerols—SOS, POP, POS, POO, and SOO—was observed in all the samples. The presence of linoleic acid (L) was also found, which forms triacylglycerols such as PLP and PLS. The researched chocolates were characterized by a diverse composition of fatty acids. In all the obtained DSC melting curves of fats, the presence of endothermic peaks was observed. The peaks, appearing at negative temperatures, may be caused by the transition of low-melting triacylglycerols. The differences between the melting curves for the obtained dark chocolate fats may have resulted from the presence of less stable polymorphic forms of cocoa butter. Based on the shape of the TG and DTG curves, it could be possible to indicate the adulteration of chocolates.