The aim of resolving the several steps of alpha-cyclodextrin (alpha CD) dehydration has been pursued, both by conventional (constant heating rate) and high-resolution TGA. It is shown that a careful selection of the experimental parameters (heating rate and resolution parameters) in both TGA modes leads to very similar results. In particular, it has been demonstrated that four steps can be resolved in the TGA curves. Stage 1 is due to surfacial water release. Stages 2 and 3 correspond to the water present in the interstices. Stage 4 individuates the water inside the alpha CD cavity.