Thermal decomposition of magnesium salts of organic acids used in medicine (Mg acetate, Mg valproate, Mg lactate, Mg citrate, Mg hydrogen aspartate, Zn hydrogen aspartate) was analyzed by thermoanalytical, calorimetrical, and computational methods. Thermoanalytical studies were performed with aid of a derivatograph. 50-, 100-, and 200-mg samples were heated in a static air atmosphere at a heating rate of 3, 5, 10, and 15 °C min−1 up to the final temperature of 700–900 °C. By differential thermal analysis (DTA), thermogravimetry (TG), and derivative thermogravimetry (DTG) methods, it has been established that thermal decomposition of the salts under study occurs via two stages. The first stage (dehydratation) was distinctly marked on the thermoanalytical curves. Calorimetrical studies were carried out by using of a heat-flux Mettler Toledo differential scanning calorimetry (DSC) system. Ten milligram samples of compounds under study were heated in the temperature range from 20 to 400 °C at a heating rate of 10 and 20 °C min−1 under an air stream. The studies showed that the values of transitions heats and enthalpies of dehydration for investigated salts varied with the increasing of heating rate. For chemometric evaluation of thermoanalytical results, the principal component analysis (PCA) was applied. This method revealed that points on PC1 versus PC2 diagrams corresponding to the compounds of similar chemical constitution are localized in the similar ranges of the first two PC’s values. This proves that thermal decomposition reflects similarity in the structure of magnesium salts of organic acids.