The onset of transient Soret-driven convection is investigated experimentally in a colloidal suspension of thermosensitive nanoparticles by the shadowgraph technique and by particle tracking observations. From the shadowgraph images, the concentration profile is reconstructed, giving evidence of a convective motion inside the transient boundary layer. Furthermore, the latency times for the convection onset are extracted from the measurements. The results point out that particle tracking is superior to the shadowgraph method for detecting the onset of convection. The onset latency times obtained from these experiments obey scaling laws which are in accordance with the predictions from theoretical treatments.