Hysteresis loops exhibited by the thermal properties of undoped and 0.8 at.% W-doped nanocrystalline powders of VO2 synthesized by means of the solution combustion method and compacted in pellets, are experimentally measured by photothermal radiometry. It is shown that: (i) the W doping reduces both the hysteresis loops of VO2 and its transition temperature up to 15 °C. (ii) The thermal diffusivity decreases (increases) until (after) the metallic domains become dominant in the VO2 insulating matrix, such that its variation across the metal-insulation transition is enhanced by 23.5% with W-0.8 at.% doping. By contrast, thermal conductivity (thermal effusivity) increases up to 45% (40%) as the metallic phase emerges in the VO2 structure due to the insulator-to-metal transition, and it enhances up to 11% (25%) in the insulator state when the local rutile phase is induced by the tungsten doping. (iii) The characteristic peak of the VO2 specific heat capacity is observed in both heating and cooling processes, such that the phase transition of the 0.8 at.% W-doped sample requires about 24% less thermal energy than the undoped one. (iv) The impact of the W doping on the four above-mentioned thermal properties of VO2 mainly shows up in its insulator phase, as a result of the distortion of the local lattice induced by the electrons of tungsten. W doping at 0.8 at.% thus enhances the VO2 capability to transport heat but diminishes its thermal switching efficiency.