Rietveld refinements using synchrotron powder X-ray diffraction data were used to study the crystal structure and dehydration behavior of sepiolite from Durango, Mexico. The room-temperature (RT) sepiolite structure in air compares well with previous models but reveals an additional zeolitic H2O site. The RT structure under vacuum retained only ~1/8 of the zeolitic H2O and the volume decreased by 1.3%. Real-time, temperature-resolved synchrotron powder X-ray diffraction data and Rietveld refinements were used to investigate the behavior of the sepiolite structure from 300 to 925 K. Rietveld refinements revealed that most of the zeolitic H2O is lost by ~390 K, accompanied by a decrease in the a and c unit-cell parameters. Above ~600 K the sepiolite structure folds as one-half of the crystallographically bound H2O is lost. Rietveld refinements of the “anhydrous” sepiolite structure reveal that, in general, unit-cell parameters a and b and volume steadily decrease with increasing temperature; there is an obvious change in slope at ~820 K suggesting a phase transformation coinciding with the loss of the remaining bound H2O molecule.