This thesis presents thermodynamic studies performed by electrochemical methods (cyclic voltammetry, electrochemical impedance and chronopotenciometry) in three of the most important electrochromic materials: a-WO3, conducting polymers and viologens. Electrochromic materials are very promising as a low-consuming technology. By incorporating these materials in windows of buildings or vehicles, approximately a 30% of the consumed energy in these systems can be saved.Regarding the a-WO3, apart from other contributions, a new model based on lattice distortions, able to explain the intercalation thermodynamic in this material, is proposed. In the conducting polymers field, a Gaussian energy distribution is proved to account for the initial part of the so broad oxidation peaks observed in cyclic voltammetry. Finally, the coloration kinetics of the viologen modified n-TiO2 electrode is explained.