Products of sorption of uranyl ions on HDTMA-red clay in the presence of phosphates were characterized by thermal analysis. It was established on the basis of DTG curves of the sorption products and FTIR spectra of the gaseous phase of sorption products decomposition that the thermal stability of the mineral increased when P(V) ions were sorbed along with U(VI) ions, i.e., the temperature of defragmentation/oxidation of surfactant increased when going from U(VI)–HDTMA-clay to U(VI)–P(V)–HDTMA-clay to P(V)–HDTMA-clay. The DSC curves of the sorption products showed that defragmentation/oxidation was an exothermic process and dehydration and dehydroxylation had an endothermic character. The investigated sorption system has practical importance, since an evident increase in U(VI) sorption over the entire pH range is observed when going from U(VI)–HDTMA-clay to U(VI)–P(V)–HDTMA-clay.