A series of sepiolites, palygorskites and "Rocky Mountain Leather" (RML) clay minerals have been analysed by controlled rate thermal analysis and differential scanning calorimetry (DSC). Eight weight loss steps are observed and are structure and composition dependent. Three dehydration steps and five dehydroxylation steps are observed. The mass spectrometric curve mimicked the differential thermogravimetric (DTGA) curve enabling the detailed determination of the dehydration and dehydroxylation steps.