Non-uniform (gradient) heating due to absorption of laser radiation in optical elements causes thermal lensing and paraxial focus shift and aberration leading to change in size and intensity profile of focused spot in optics operating with high-power lasers. Analysis of primary physical effects of geometrical deformation of optical surfaces in the form of aspheric bulges and transformation of the material into a gradient refractive medium makes it possible to estimate quantitatively the focus shift and aberrations for single-mode and multimode lasers, to formulate optimal relationships between the physical properties of optical materials for reduction of thermo-optical effects through compensating the effects from material thermal expansion by the effects due to change in the refractive index—condition of self-compensation or athermalization. Comparison of characteristics Temperature Coefficient of the Optical Pathlength and Thermo-Optical Ratio allows determining the optimal materials for the optics for high-power lasers: athermal crystalline quartz and specialty glasses, sapphire with extremely high thermal conductivity ensuring minimal temperature gradients. Optics made of these materials exhibit minimized thermal focus shift and aberration even when absorption of laser energy in bulk material and coatings, by contamination, scratches, and other surface defects. Weak birefringence of crystalline quartz and sapphire does not prevent their successive use in laser optics.