Denaturation of the protein matrix during heat treatment of duck foie gras was studied in relationship to the amount of fat loss during cooking. A low fat loss group was compared with a high fat loss group by histochemistry, FT-IR, and synchrotron UV microspectroscopy combination to characterize their protein matrix at different scales. After cooking, the high fat loss group showed higher densification of its matrix, higher ultraviolet tyrosine autofluorescence, and an infrared shift of the amide I band. These results revealed a higher level of protein denaturation and aggregation during cooking in high fat loss than in low fat loss foie gras. In addition, the fluorescence and infrared responses of the raw tissue revealed differences according to the level of fat losses after cooking. These findings highlight the importance of the supramolecular state of the protein matrix in determining the fat loss of foie gras.