An oscillating grids turbulence generator was constructed for studies of a new effect associated with turbulent transport of inertial particles - turbulent thermal diffusion. This phenomenon was predicted theoretically in Phys. Rev. Lett. 76, 224 (1996) and has been detected experimentally in oscillating grids turbulence with an imposed mean temperature gradient in air flow. This effect implies an additional mean flux of particles in the direction opposite to the mean temperature gradient and results in formation of large-scale inhomogeneities in the spatial distribution of particles. We used Particle Image Velocimetry to determine the turbulent velocity field and an Image Processing Technique to determine the spatial distribution of particles. Velocity distributions were measured in the flow generated with one and two grids in the Oscillating Grids Turbulence Generators at RWTH (Aachen) and BGU (Beer-Sheva). Analysis of the intensity of laser light Mie scattering by particles showed that they are accumulated in the vicinity of the minimum of the mean temperature of the surrounding fluid. The latter finding confirms the existence of the effect of turbulent thermal diffusion predicted theoretically.