Lithium (Li)-bearing clays have become new types of Li resources, and it is found that the evolution of the mineral structure in Li-bearing clay greatly restricts the extraction of Li. Herein, a Li-bearing clay from Guizhou Province, China, was studied using in situ thermogravimetry–differential scanning calorimetry–mass spectrometry–Fourier transform infrared spectroscopy (TG–DSC–MS–FTIR) (evolved gases), ²⁷Al and ¹H magic-angle spinning nuclear magnetic resonance (MAS NMR), Fourier transform infrared spectroscopy (FTIR), and X-ray diffraction (XRD). The results showed that the Li-bearing clay contained illite, chlorite, kaolinite, pyrite, and anatase. The dehydroxylation reaction of the clay minerals occurred at 450 °C. CH₂, CH₄, C₃H₄, C₆H₅, and C₈H₉ evolved during the roasting process. The AlO₄(OH)₂ octahedra transformed to AlO₄ tetrahedra due to the reaction between the reductive gases and the residual O in AlO₅. The effect of dehydroxylation on the structural stability of different clay minerals differed. After dehydroxylation, kaolinite became amorphous, chlorite reacted with 20% H₂SO₄, and illite remained stable during the roasting-H₂SO₄ leaching process. The Li-leaching efficiency increased significantly after dehydroxylation and decreased sharply with the formation of mullite.