A composite material (DTD) consisting of titanium dioxide (TiO₂) nanoparticles deposited into the diatomite matrix is synthesized by a modified method based on the heterogeneous hydrolysis of titanium tetrachloride as a TiO₂ precursor. The initially prepared DTD samples are annealed at temperatures of 200 to 1000°C. The structure of resulting composite materials and TiO₂ nanoparticles residing on the surface are investigated by X-ray powder diffraction, scanning electron microscopy, X-ray photoelectron spectroscopy (XPS), X-ray energy-dispersive spectroscopy (EDS), Fourier-transform IR spectroscopy, and low-temperature nitrogen adsorption. It is shown that the TiO₂ deposited into the diatomite matrix exists in the anatase form and mainly lines the walls of macropores. The thermal stability of the prepared composites is studied, and it is found that, as the annealing temperature is raised, the size of TiO₂ nanoparticles increases, while the specific surface area and sorption pore volume diminish due to densification of the mesoporous structure of diatomite. The mesoporous structure exists to temperatures as high as 800°C, meaning that the thermal stability is improved compared to initial diatomite. The diatomite matrix in its turn improves the thermal stability of TiO₂ crystals and inhibits the anatase-to-rutile phase transition. The samples consisted of only anatase phase (i.e., no rutile is formed) up to 800°C. Annealed at 1000°C, the composites lose their porous structure and contain a mixture of crystalline anatase and rutile nanoparticles with a mean diameter of 5 to 10 nm.