The effect of heat treatment on the adsorptive capacity of a Brazilian palygorskite to remove the dyes crystal violet (CV) and congo red (CR) was investigated. The natural palygorskite was calcined at different temperatures (300, 500 and 700 °C) for 4 h. Changes in the palygorskite structure were evaluated using X-ray diffraction, X-ray fluorescence, thermogravimetric and differential thermal analysis, N2 adsorption/desorption and Fourier transform infrared spectroscopy. The adsorption efficiency of CV and CR was investigated through the effect of initial concentration, contact time, temperature, pH and dosage of adsorbent. The calcination increased the adsorption capacity of palygorskite, and the greatest adsorption capacity of CV and CR dyes occurred in the sample calcined at 700 °C (Pal-700T). The natural and calcined samples at 300 and 500 °C followed the Freundlich isothermal model, while the Pal-700T followed the Langmuir isothermal model. Adsorption kinetics results were well described by the Elovich model. Pal-700T showed better adsorption performance at basic pH, with removal greater than 98%, for both dyes. Pal-700T proved to be a great candidate for removing cationic and anionic dyes present in water.