Some results of an integrated experimental study of the influence of thermal nonlinearity on the distortions of laser radiation propagating along an atmospheric path are presented. Such effects accompanying propagation of high–power radiation as attenuation, defocusing, and beam shift are analyzed depending on the propagation conditions. Some results of the experiments on measuring optical parameters of the medium within the propagation channel done with visible sounding beams are presented also. A nonlinear thermal lens formed at the beginning of propagation, in the case of stable transverse wind, is shown to determine the distortion of high–power laser radiation at the end of the propagation path.