By using small-angle X-ray scattering (SAXS) and differential scanning calorimetry (DSC) we studied the thermal structural transition of lysozyme in the temperature range from 20 to 85 degrees C at pH 1.2, 3.9, and 7.0. alpha-lactalbumin was used as a control. We found that the onset temperature determined from the DSC thermogram mostly coincides with the starting temperature of the evident change of the tertiary structure reflected in the gyration radius and in the distance distribution function obtained by SAXS. The tertiary structural transition of the lysozyme at pH 3.9 and 7.0 occurs sharply as a two-state transition; however, at pH 1.2 this transition proceeds rather gradually. The change of the Porod slope occurred at around the tertiary structural transition temperature and suggests that the elevation of temperature remarkably changes the protein surface from a smooth one to a fractally rough one. On the other hand, the local structural change, namely the intramolecular rearrangement of the polypeptide chain, proceeds gradually from much lower temperature than the onset temperature in the DSC thermogram, which is more evidently seen at pH 3.9 and 7.0. The thermal transition of the alpha-lactalbumin at pH 7.0 occurs simultaneously in both the local and tertiary structures and proceeds gradually, which well characterizes a multistate transition through partially folded states. This transition tendency resembles that of the lysozyme at pH 1.2.