Differential scanning calorimetry (DSC) measurements are well known to serve us heat capacity functions of macromolecules and molar fractions of thermodynamic microstates. On the other hand, small-angle X-ray scattering (SAXS) measurements are expected to have an advantage for determining directly spatial-conformational states of macromolecules since we can observe ensemble-averaged scattering functions from solute macromolecules at multiple spatial-conformational states. In the present paper we will present an approach to analyze spatial-conformational-state transitions observed in denaturation processes of proteins by SAXS, which affords us a new aspect of thermal transition of proteins in comparison with thermodynamic-microstate transitions observed by DSC. From the point of view of spatial-conformational-state transition, we will clarify the thermal structural transition aspects of hen egg-white lysozyme (HEWL) at pH 5 depending on the conformational hierarchy and concentration.