We report a thermally induced phase transition of cubic structure II hydrates of tetrahydropyran (THP) and CO2 below about 140 K. The phase transition was characterized by powder X-ray diffraction measurements at variable temperatures. A dynamical ordering of the CO2 guests in small pentagonal dodecahedral 512 host water cages, not previously observed in the simple CO2 hydrate, occurs simultaneously with the symmetry lowering transition from a cubic structure II (space group Fd-3m with cell dimensions a = 17.3202(7) Å at 153 K) to a tetragonal (space group I41/amd with cell dimensions a = 17.484(4) Å and c = 12.145(1) Å at 138 K) unit cell. The effect of guest molecules on the phase transition at low temperatures is discussed, which demonstrates that the clathrate hydrate structures and thermodynamic properties can be modified by adjusting the size and chemical structure of larger and smaller guest molecules.