The high-temperature (HT) behaviour of a sample of natural alunite was investigated by means of in situ HT single-crystal X-ray diffraction from room temperature up to the dehydroxylation temperature and consequent collapse of the crystal structure. In the temperature range 25–500°C, alunite expands anisotropically, with most of the contribution to volume dilatation being produced by expansion in the c direction. The thermal expansion coefficients determined over the temperature range investigated are: αa = 0.61(2)×10−5 K−1 (R2 = 0.988), αc = 4.20(7)×10−5 K−1 (R2 = 0.996), αc/αa = 6.89, αV = 5.45(7)×10−5 K−1 (R2 = 0.998). At ~275–300°C, a minor discontinuity in the variation of unit-cell parameters with temperature is observed and interpreted on the basis of loss of H3O+ that partially substitutes for K+ at the monovalent A site in the alunite structure. Increasing temperature causes the Al(O,OH)6 sheets, which remain almost unaltered along the basal plane, to move further apart, and this results in an expansion of the coordination polyhedron around the intercalated potassium cation. Sulfate tetrahedra act as nearly rigid units, they contract a little in the lower temperature range to accommodate the elongation of the Al octahedra.