Naturally occurring opals from three different regions in Australia were studied for their thermal characteristics. All the opals showed initial expansion followed by contraction in thermomechanical analysis (TMA) although the temperature at which the change from expansion to contraction occurred depended on their provenance. Thermogravimetric analysis (TG) revealed different rates and temperatures of dehydration for these opals. A general correlation between the temperature at which there was a zero thermal expansion and that of the maximum rate of dehydration was observed. A dehydration–sintering mechanism is proposed with the effect of sintering being more pronounced following total dehydration.