In this study, the thermophysical properties such as the thermal expansion, thermal diffusivity and conductivity, and specific heat capacity of ceramic samples made from kaolin and natural zeolite are investigated up to 1100 °C. The samples were prepared from Sedlec kaolin (Czech Republic) and natural zeolite (Nižný Hrabovec, Slovakia). Kaolin was partially replaced with a natural zeolite in the amounts of 10, 20, 30, 40, and 50 mass%. The measurements were performed on cylindrical samples using thermogravimetric analysis, a horizontal pushrod dilatometer, and laser flash apparatus. The results show that zeolite in the samples decreases the values of all studied properties (except thermal expansion), which is positive for bulk density, porosity, thermal diffusivity, and conductivity. It has a negative effect for thermal expansion because shrinkage increases with the zeolite content. Therefore, the optimal amount of zeolite in the sample (according to the studied properties) is 30 mass%.