To clarify mechanisms of folding and unfolding of proteins, many studies of thermal denaturation of proteins have been carried out at low protein concentrations because in many cases thermal denaturation accompanies a great tendency of aggregation. As small-angle x-ray scattering (SAXS) measurements are liable to use low-concentration solutions of proteins to avoid aggregation, SAXS has been regarded as very difficult to observe detailed features of thermal structural transitions such as intramolecular structural changes. By using synchrotron radiation SAXS, we have found that the presence of repulsive interparticle interaction between proteins can maintain solute particles separately to prevent further aggregation in thermal denaturation processes and that under such conditions the thermal structural transition of hen egg-white lysozyme (HEWL) holds high reversibility even at 5% w/v HEWL below pH approximately 5. Because of the use of the high concentration of the solutions, the scattering data has enough high-statistical accuracy to discuss the thermal structural transition depending on the structural hierarchy. Thus, the tertiary structural change of HEWL starts from mostly the onset temperature determined by the differential scanning calorimetry measurement, which accompanies a large heat absorption, whereas the intramolecular structural change, corresponding to the interdomain correlation and polypeptide chain arrangement, starts much prior to the above main transition. The present finding of the reversible thermal structural transitions at the high protein concentration is expected to enable us to analyze multiplicity of folding and unfolding processes of proteins in thermal structural transitions.