Electron density distributions (EDD) in CeB(6) were measured by X-ray diffraction at 100, 165, 230 and 298 K. Analysis with a weak-field model, in which the spin-orbit interaction dominates the energy splitting of the 4f levels, revealed that more 4f electrons were donated from Ce to B(6) at the lower temperature. Donated electrons localize around the B-B bonds connecting B(6) octahedra. The localized electrons and an expansion of the outermost 5p orbitals change the effective atomic potentials and enhance the anharmonic vibration (AHV) of constituent atoms at lower temperature. Enhanced AHV increases the entropy and makes the electron donation inevitable. Changes in crystal structure, EDD, electron configuration and AHV are found to be closely correlated with one another and the mechanism of the electron transfer in the Kondo crystal CeB(6) in the studied temperature range was elucidated. This is, to the authors' knowledge, the first multi-temperature measurement of EDD that elucidates a mechanism of change from the temperature dependence of the EDD. Parameters change consistently at all the temperatures except 298 K, at which the excited states Gamma(7) of the Ce 4f states have significant electron population. The thermal excitation to Gamma(7) levels expands the B(6) octahedra, since Gamma(7) has main lobes along <111> or from Ce to the centre of B(6) octahedra. The energy gap between the ground state Gamma(8) and Gamma(7) was calculated to be 470 K from the ratio of electron populations of both states. The present experiment opens the door to accurate X-ray EDD analyses of rare earth complexes.