The structural complexity of the thalamus, due to its mixed composition of gray and white matter, make it challenging to disjoint and quantify each tissue contribution to the thalamic anatomy. This work promotes the use of partial-volume-based over probabilistic-based tissue segmentation approaches to better capture thalamic gray matter differences between patients at different stages of psychosis (early and chronic) and healthy controls. The study was performed on a cohort of 23 patients with schizophrenia, 41 with early psychosis and 69 age and sex-matched healthy subjects. Six tissue segmentation approaches were employed to obtain the gray matter concentration/probability images. The statistical tests were applied at three different anatomical scales: whole thalamus, thalamic subregions and voxel-wise. The results suggest that the partial volume model estimation of gray matter is more sensitive to detect atrophies within the thalamus of patients with psychosis. However all the methods detected gray matter deficit in the pulvinar, particularly in early stages of psychosis. This study demonstrates also that the gray matter decrease varies nonlinearly with age and between nuclei. While a gray matter loss was found in the pulvinar of patients in both stages of psychosis, reduced gray matter in the mediodorsal was only observed in early psychosis subjects. Finally, our analyses point to alterations in a sub-region comprising the lateral posterior and ventral posterior nuclei. The obtained results reinforce the hypothesis that thalamic gray matter assessment is more reliable when the tissues segmentation method takes into account the partial volume effect.