The diatomaceous earth (DE), collected from the Mariovo region in North Macedonia, was characterized and thermally modified. The material represents a sedimentary rock of biogenic origin, soft solid that can be easily disintegrated, with white to grayish color, with bulk density of 0.51–0.55 g/cm3, total porosity of 61–63%, and specific gravity of 2.25 g/cm3. The chemical composition is as follows: SiO2, 86.03; Al2O3, 3.01; Fe2O3, 2.89; MnO, 0.06; TiO2, 0.20; CaO, 0.76; MgO, 0.28; K2O, 0.69; Na2O, 0.19; P2O5, 0.15; and loss of ignition, 5.66 (wt%). The mineralogy of the raw DE is characterized by the predominant presence of amorphous phase, followed by crystalline quartz, muscovite, kaolinite, and feldspar. Significant changes in the opal phase are observed in the 1,000–1,200°C temperature region. At 1,100°C, the entire opal underwent solid–solid transition to cristobalite. Further ramp of the temperature (1,100–1,200°C) induced formation of mullite. Scanning electron microscopy (SEM) and transmission electron microscopy depict the presence of micro- and nanostructures with pores varying from 260 to 650 nm. SEM analysis further determined morphological changes in terms of the pore diameters shrinkage to 120–250 nm in comparison to the larger pores found in the initial material. The results from this investigation improve the understanding of mechanism of silica phase transition and the relevant phase alterations that took place in DE upon calcination temperatures from 500 to 1,200°C.