We used the Picosecond Ultrasonic Technique to determine thermal transport properties of tungsten samples in the picosecond regime. In semi-infinite samples the cooling is proportional to 1/√t (t= time) except for the very first picoseconds after the heating where a heat diffusion equation is not valid due to electronic relaxation processes. We measured the thermal behaviour of thin films (100-450 nm in thickness) deposited onto silicon substrate. In this latter case, Picosecond Ultrasonic Technique allows for characterization of the bounding and for the determination of the thermal contact resistance through the interface.