Thesis: What are the requirements before saying "There is no research on that" and how to phrase it?

Is the fact that I couldn't find any enough? When do I know that I put enough effort into searching?

Obviously, there is no way to "prove" that something does not exist, so on a fundamental level that you did not find anything has to be enough. Of course, you need to make evident that you searched in a reasonable way. The guidelines of structured literature reviews have some rules on how to do this, but essentially it boils down to (1) searching all reasonable sources, and (2) searching for all the terms that could reasonably be used to describe what you are looking for.

how to phrase it?

The usual phrase is "to the best of our knowledge, this methodology has not been used before to (...)".

In my thesis, my supervisors advised me to put something along the lines of...

Based on the literature review undertaken (see Chapter 2), this is the first analysis of evaluation criteria.

You could also list the search terms you used.