Knowledge about the thermal properties of zeolites is extremely important due to their potential application in the chemical industry. In this work, the thermal stability and the dehydration process of zeolite A were investigated by in situ high temperature Fourier transform infrared spectroscopy. The progress of thermal decomposition that zeolite A underwent during the controlled temperature increase in the range of 25–600 °C was determined by the DRIFT spectroscopic method. Infrared spectra are presented and discussed for this compound on the basis of the crystal structure. Based on the courses of the obtained DRIFT spectra, it was found that, during heating, water was gradually removed from the structure of the material, followed by dehydration and formation of hydrogen bonds. It was established that the process of thermal degradation began as early as 550 °C. The analysis of the obtained results of structural tests can be repeated on other materials from the zeolite group and complements the research work on the thermal analysis of these materials.