The thermal analysis of precise thermophysical data for pure fluids from electronic databases is developed to investigate the molecular interaction mechanisms and parameters and the structural features of heterogeneities in fluids. The method is based on the series expansion of thermophysical values by powers of the monomer fraction density. Unlike the virial expansion by powers of the total density, the series expansion terms in this method directly reflect properties of the corresponding cluster fractions. The internal energy had been selected among thermophysical properties as the most informative for this method. The thermal analysis of its series expansion coefficients permits to estimate the temperature dependence of the pair bond parameters, the clusters’ bond energies and equilibrium constants, the structural transitions between dominating isomers of clusters. The application of method to different pure fluids, including noble and molecular gases with van der Waals and polar molecular interactions, brings unknown clusters’ characteristics for the fluids under investigation. The thermal analysis of the ordinary and heavy Water vapors points on no trivial isotopic effects. The unpredictable growth of the pair bond energy with temperature in Alkanes points on existence in hydrocarbons of some unknown molecular interaction forces in addition to dispersion forces.