This paper presents a laboratory investigation into natural air convection and the establishment of intrinsic permeability of road and railway construction materials. The laboratory investigations were performed using a heat transfer cell with an inner volume of 1 m3. The study shows the importance of natural air convection and a practical method for establishing the intrinsic permeability of coarse granular materials. Three different open-graded crushed rock materials and two lightweight aggregates were tested. All materials were tested for downward (conduction only) and upward (convection and conduction) heat flow conditions. The experimental results revealed that all three crushed rock materials are prone to developing natural air convection in thermal gradients of 4.5 to 11 °C/m, depending on the particle size distribution. Foam glass aggregates showed a convective heat transfer flow at the fairly low temperature gradient of 6.5 °C/m. No natural air convection was achieved in expanded clay aggregates within the temperature gradients imposed. Intrinsic permeability values were established based on the experimental results. The intrinsic permeability of crushed rock materials ranged from 1.1 to 2.2 × 10−6 m2 while that of foam glass materials was 0.9 × 10−6 m2.