We report the detailed studies of resistivity, magnetic susceptibility, heat capacity, thermal conductivity, and thermoelectric power on the charge-density-wave (CDW) material Lu5Rh4Si10 in the vicinity of its transition temperature T0 ∼ 147 K. Pronounced thermal hystereses loops between heating and cooling cycles have been observed in all measured quantities, making this system very unique as compared to other isostructural compounds such as Lu5Ir4Si10. The thermal hysteresis features in Lu5Rh4Si10 are attributed to the presence of metastable states arising from pinning of the CDW phase to impurities. In addition, the measured physical quantities are magnetic field independent up to 8 T, which excludes the possibility of a magnetic coupling to the static CDW structure in Lu5Rh4Si10.