The continuous increase of the average laser power of ultrafast lasers is a challenge with respect to the thermal load of the processing optics. The power which is absorbed in an optical element leads to a temperature increase, temperature gradients, changing refractive index and shape, and finally causes distortions of the transmitted beam. In a first-order approximation this results in a change of the focal position, which may lead to an uncon-trolled change of the laser machining process. The present study reports on investigations on the focal shift induced in thin plano-convex lenses by a high-power ultra-short pulsed laser with an average laser power of up to 525 W. The focal shift was determined for lenses made of different materials (N-BK7, fused silica) and with different coatings (un-coated, broadband coating, specific wavelength coating).