When testing the resistance to oxidation of high temperature materials, the cyclic oxidation test is used as a reference because it integrates isothermal oxidation kinetics, oxide scale adherence, mechanical stresses, metallic alloy and oxide mechanical behavior and their evolution with time, in conditions close to the actual conditions of use. To fill the gap between the measurements of physical data (oxidation kinetics, interfacial energy, oxide toughness, growth stresses, coefficients of thermal expansion, mechanical properties of the alloy under the oxide scale,...) and the cyclic oxidation test, comprehensive scientific work is necessary, but also technological development and understanding of the practice of the cyclic oxidation test. This paper presents a new experimental tool, which allows the simultaneous measurement of the mass of several samples placed in the same controlled atmosphere during fast thermal cycles. This multi-sample thermobalance is described, in association with the description of the measurement methodology (i.e. "cyclic thermogravimetry"). First tests of performance of the apparatus are given, including heating and cooling rates and continuous mass measurements for a P91 alloy.