Double-wall TiO2 nanotube arrays were prepared using an anodization method in a glycerol-containing electrolyte. In situ TEM observation of these samples at high temperature was carried out with and without oxygen injections. With oxygen injection, an improved thermal stability of the nanotubes at high temperature was observed. It may provide more detailed information about the calcination process of TiO2 nanotubes and assist its morphology and structure modulation.