Translational diffusion is the most fundamental form of transport in chemical and biological systems. The diffusion coefficient is highly sensitive to changes in the size of the diffusing species; hence, it provides important information on the variety of macromolecular processes, such as self-assembly or folding unfolding. Here, we investigate the behavior of the diffusion coefficient of a macromolecule in the vicinity of heat-induced transition from folded to unfolded state. We derive the equation that describes the diffusion coefficient of the macromolecule in the vicinity of the transition and use it to fit the experimental data from pulsed-field-gradient nuclear magnetic resonance (PFG NMR) experiments acquired for two globular proteins, lysozyme and RNase A, undergoing temperature-induced unfolding. A very good qualitative agreement between the theoretically derived diffusion coefficient and experimental data is observed.