Hydroxy sodalite crystals were successfully synthesized using a direct hydrothermal synthesis method at different temperatures (90–140 °C) and different synthesis durations (3.5–24 h) with varying Si/Al ratios in the starting gel to determine optimal conditions for eventual membrane preparation from this material. The resulting crystals were characterized by X-ray diffraction (XRD), scanning electron microscopy (SEM), inductively coupled plasma-optical emission spectroscopy (ICP-OES), in situ temperature programmed XRD up to 900 °C, and differential thermal and thermo-gravimetric analyses (DTA/TGA). The XRD patterns revealed the successful formation of pure hydroxy sodalite at all temperatures depending on the synthesis duration. The formed primary crystals had a mean size of 500 nm and tended to form clustered aggregates. Changing the Si/Al ratio of the starting gel did not have any effect on the framework composition. The ICP-OES measurements showed a framework Si:Al:Na ratio of 1:1:1.27 in all samples. In situ powder XRD and TG/DTA revealed that hydroxy sodalite loses its entire framework water in two steps and starts transforming to α-carnegieite at 700 °C and further to nepheline at 900 °C. The water loss was reversible in a partially dehydrated hydroxy sodalite sample, while a fully dehydrated sample showed no water sorption capability. Using a similar synthesis procedure, supported hydroxy sodalite coatings were manufactured. The comparison, in terms of thermal behaviour, between the supported and unsupported sodalite crystals reveals a higher thermal stability of the supported material.