This review provides a complete overview of the thermogravimetric analysis (TGA) of kaolin, a naturally occurring aluminosilicate clay believed to have a million industrial applications, such as ceramics, cement, catalysts, and nanocomposites. These days, TGA is frequently employed in tandem with a number of other analytical modalities, such as DTA, FTIR, XRD, and TG-MS, to explore the thermally induced changes and transformations encountered in kaolin, among which thermally induced dehydroxylation is the most obvious. The TGA literature identifies four distinct thermal events, notably the Type B events described by Sergey Kuznetsov, which correspond to mass loss during the desorption of adsorbed water (generally below 200°C), major dehydroxylation (400–600°C), and the formation of mullite and other possible crystalline minerals (above 900°C). Regarding these thermal mass-loss events, the review examines whether the heating protocol supports non-isothermal methods such as Kissinger, Ozawa, and Coats-Redfern to determine activation energy and reaction mechanisms. In addition to and beyond structural or chemical changes, such as particle size reduction and acid and/or alkaline modification that can cause an altered response to thermal exposure, there are regional or mineralogical limitations of kaolinite samples, and similarly there will be variability in thermal decomposition. This review highlights only the findings from the most relevant ongoing and past studies to explore a broad perspective on the thermogravimetric behavior of kaolin and takes a significant step forward in recognizing TGA as an important tool for characterizing kaolin in both the academic and industrial contexts. Finally, this review identifies directions for future research, including the coupling of high-resolution TGA with evolved gas analysis and the implementation of kaolin- based engineering materials to improve resource sustainability.