Although CH3NH3PbI3 is a promising light harvesting material1, 2, its structural fluctuations and instability impede our understanding and its technological applications. It is now demonstrated for the first time that advanced synchrotron techniques: in-situ extended X-ray absorption fine structure, X-ray absorption near edge structure and temporally coherent X-ray diffraction and coherent X-ray scattering were used to study in-situ microstructure and structural evolution of CH3NH3PbI3 nano-crystals during thermal heating. The measurements were performed from room temperature up to 100 0C. Microstructure evolution, oxidation state, coordination number, structural distortion and phase heterogeneity changes were examined. Except the microstructure, there was no change in oxidation state and coordination number with increase in temperature.