Aluminum, mild steel, and stainless steel have very dissimilar thermal properties. This study focuses on the effect of power density on the laser welding conduction mode limit in these three materials. The objective is to evaluate how these different materials will behave in conduction mode and in keyhole mode and also to understand how the thermal properties of the materials will influence the transition between the different welding modes. A comparison between the penetration depth and the melted area for the different materials under the same conditions was also made. The experimental results show that thermal properties conductivity, melting temperature, vaporization temperature, and thermal diffusivity have an important role in the transition between the welding modes. An analytical model was developed in order to study the effect of thermal properties on the power density value necessary to achieve melting and vaporization in these materials. Also all three materials showed a transition mode between the conduction mode and the keyhole mode. Aluminum had higher penetration efficiency in conduction mode and in the transition mode. However, in the keyhole mode, all three materials had very similar penetration efficiency.