Clay minerals are distributed in Earth's crust and troposphere and in Martian crust where temperature varies. Understanding the changes of chemical bonding and crystalline swelling-shrinkage of montmorillonite (Mnt) upon temperature changes is fundamental for studying its surface reactivity and interaction in specific surroundings. However, such an issue remains poorly understood. Here, in situ high- and low-temperature Fourier transform infrared (HT- and LT-FTIR) spectroscopy and X-ray diffraction (HT- and LT-XRD) were performed to study the evolution of chemical bonding and crystalline swelling-shrinkage of sodium-montmorillonite (NaMnt) upon temperature changes. The FTIR results show that the hydroxyl content in NaMnt decreased when the temperature increased from 20 to 700 °C, while it is independent of temperature from 0 to -150 °C. The formation of hydroxyls at the "broken" layer edges of NaMnt is related to adsorbed water molecules on the surfaces, and its content increased when the particle size of the NaMnt decreased. The water molecules in the interlayer space of NaMnt could bond to the tetrahedral sheet of NaMnt through Si2O-H2O bonds. HT- and LT-XRD results reveal that all of those water molecules in NaMnt were removed after heating to 100 °C in the heating chamber. The NaMnt was transformed from a state of monolayer interlayer water molecules at 20 °C to a dehydrated state at 100 °C, and then to a dehydroxylated state at 700 °C. Accordingly, the basal spacings of NaMnt were changed from 1.27 to 0.97 nm and then to 0.96 nm, respectively. When NaMnt was cooled from 20 to -268 °C, a crystalline swelling of NaMnt occurred with an increase of 0.03 nm of basal spacing. This work demonstrates that high/low temperature has a remarkable effect on the hydroxyls and the water molecules in NaMnt, which in turn affects its swelling-shrinkage performance. These findings provide some in-depth understanding of the changes of chemical bonding and crystalline swelling-shrinkage of montmorillonite upon temperature changes and the reasons behind these, which might be helpful for the design of engineering Mnt in high-/low-temperature applications.