Understanding the thermal properties of zeolites is crucial for their industrial applications. This study explores the thermal stability and dehydration process of clinoptilolite using high-temperature X-ray diffraction (XRD) and Fourier transform infrared spectroscopy (FT-IR). Clinoptilolite’s thermal decomposition was monitored from 25 °C to 1200 °C, with results analyzed based on its crystal structure. Principal components analysis (PCA) of the DRIFT spectra indicated progressive water removal and dehydration upon heating, leading to the formation of hydrogen bonds. Thermogravimetric analysis (TGA) revealed a two-step endothermic weight loss: initially, physically adsorbed water was lost up to 100 °C, followed by the removal of tightly bound water and hydroxyl groups until 800 °C. Clinoptilolite remained the dominant phase up to 800 °C, after which albite and cristobalite took over. Rietveld refinement showed that the sample initially contained 70% clinoptilolite, 24% albite, and 6% cristobalite. Above 800 °C, clinoptilolite disappeared, leaving 93% albite and 7% cristobalite. FT-IR spectra changes due to water loss were evident: drying of adsorbed water occurred up to 75 °C and minimal changes were observed from 75 °C to 135 °C, followed by further dehydration until 240 °C. Complete dehydration was confirmed by the disappearance of OH stretching vibration bands by 395 °C, consistent with TGA findings.