Raman spectroscopy (in the low-frequency range and the amide I band region) and modulated differential scanning calorimetry investigations have been used to analyze temperature-induced structural changes in lysozyme dissolved in ${}^1\mathrm{H}_2\mathrm{O}$ and ${}^2\mathrm{H}_2\mathrm{O}$ in the thermal denaturation process. Low-frequency Raman data reveal a change in tertiary structure without concomitant unfolding of the secondary structure. Calorimetric data show that this structural change is responsible for the configurational entropy change associated with the strong-to-fragile liquid transition and correspond to about $\frac{1}{3}$ of the native-denaturated transition enthalpy. This is the first stage of the thermal denaturation which is a precursor of the secondary structure change and is determined to be strongly dependent on the stability of the hydrogen-bond network in water. Low-frequency Raman spectroscopy provides information on the flexibility of the tertiary structure (in the native state and the transient folding state) in relation to the fragility of the mixture. The unfolding of the secondary structure appears as a consequence of the change in the tertiary structure and independent of the solvent. Protein conformational stability is directly dependent on the stability of the native tertiary structure. The structural transformation of tertiary structure can be detected through the enhanced ${}^1\mathrm{H}∕{}^2\mathrm{H}$ exchange inhibited in native proteins. Taking into account similar features reported in the literature observed for different proteins it can be considered that the two-stage transformation observed in lysozyme dissolved in water is a general mechanism for the thermal denaturation of proteins.