Perovskite solar cells (PSCs) have been extensively studied in recent years due to their unexpected properties and low-temperature processing. In terms of morphology, the annealing conditions are crucial and highly determinant on the performance of the devices. Here, it is important to know the heat transfer in order to prevent detrimental effects in the photovoltaic performance principally produced by low crystallization and localized excessive thermal stress in the synthesized perovskite. In this work, differential scanning calorimetry (DSC) was used to reveal the thermal transitions occurring during crystallization of a mesoporous alumina-based PSC. We found that when the mixed-halide perovskite (CH3NH3PbI3–xClx) is crystallized in the presence of a mesoporous layer, the heat transfer flux is affected and therefore the perovskite formation shifts to higher temperatures, causing the infiltrated perovskite to crystallize differently than the capping layer. DSC analysis also indicated that when low annealing temperatures were used, the perovskite did not present good crystallinity, while at high temperatures the thermal stress generated on the infiltrated perovskite promoted low efficiencies. Finally, the optimal crystallization conditions were found to be 100 °C for 90 min, with a short postannealing at 130 °C for 10 min, which promoted a photoconversion efficiency up to 10.89%.