The kinetic pathway of a lamellar --> gyroid transition has been investigated by means of a small angle x-ray scattering (SAXS) and a new computer simulation scheme developed by Saeki. Approaching temperature to a lamellar --> gyroid transition temperature (T-LG) from the lamellar phase, SAXS profiles reveal that modulation fluctuations with local hexagonal arrangement develop in the lamellar state. The modulation fluctuation layer (MFL) structure is an equilibrium structure and corresponds to the most unstable fluctuation modes of lamellar structure. The MFL transforms to a unique three dimensional network lattice having R-(3c) over bar symmetry, which agrees with the prediction of the computer simulation. This rhombohedral structure is a transient structure and transforms to the gyroid structure with elapse of time.