The ternary aluminium oxynitride (AlNxOy) system offers the possibility to obtain a wide range of properties by tailoring the ratio between pure Al, AlNx and AlOy and therefore opening a significant number of possible applications. In this work the thermal behaviour of AlNxOy thin films was analysed by modulated infrared radiometry (MIRR), taking as reference the binary AlOy and AlNx systems. MIRR is a non-contact and non-destructive thermal wave measurement technique based on the excitation, propagation and detection of temperature oscillations of very small amplitudes. The intended change of the partial pressure of the reactive gas (N2 and/or O2) influenced the target condition and hence the deposition characteristics which, altogether, affected the composition and microstructure of the films. Based on the MIRR measurements and their qualitative and quantitative interpretation, some correlations between the thermal transport properties of the films and their chemical/physical properties have been found. Furthermore, the potential of such technique applied in this oxynitride system, which present a wide range of different physical responses, is also discussed. The experimental results obtained are consistent with those reported in previous works and show a high potential to fulfil the demands needed for the possible applications of the systems studied. They are clearly indicative of an adequate thermal response if this particular thin film system is aimed to be applied in small sensor devices or in electrodes for biosignal acquisition, such as those for electroencephalography or electromyography as it is the case of the main research area that is being developed in the group.