The acidity of the parent HZSM‐5 zeolite and Cu‐HZSM‐5 catalyst has been examined by FTIR and DSC using ammonia desorption. Sites of different strength were found in HZSM‐5, desorbing ammonia at a relative temperature difference of about 100 °C. Upon copper exchange a fraction of Brønsted sites were transformed to Lewis sites, but the acid strength of the remaining Brønsted sites was increased. Aside from Lewis sites originating from copper exchange, there might be some additional sites formed from precipitated copper. This could explain the quantity of adsorbed NH3 on Cu‐ZSM‐5 which is higher than theoretically expected. While changing their nature, acid sites of higher strength keep their location, which is manifested by some diffusion effect towards ammonia.