Texas lignite fly ash has been thermally treated at 1000-1200 degrees C in air, and the products analyzed by X-ray diffraction (XRD), Fourier transform infrared spectroscopy (FT-IR) and scanning electron microscopy (SEM). The main crystalline phases found are mullite, hematite, quartz and cristobalite. Cristobalite, which is present in small amounts on the untreated samples, has been interpreted to form preferentially in the outer regions of the ash particles on thermal treatments of greater than or equal to 900 degrees C. A model for its formation is presented and placed in perspective to fly ash formation mechanisms along with supporting XRD, FT-IR and SEM results.