Heavy-metal-exchanged zeolites are attractive materials that find applications in several research fields, from environmental remediation to catalysis. In this study, we investigate the structure and thermal stability of a Cd²⁺-exchanged zeolite with STI framework type by combining single-crystal X-ray diffraction, ab initio molecular dynamics simulations, and X-ray absorption fine structure spectroscopy. The results obtained by the different techniques were consistent with each other. Differently from that of the pristine material (Ca-STI), the room-temperature structure of the fully Cd-exchanged zeolite is monoclinic. Cd²⁺ ions coordinate only with H₂O, forming Cd(H₂O)₆²⁺ complexes distributed within the t-sti-1* cages. With the increase of temperature and subsequent release of water, the structure experiences significant framework modifications involving the rupture of T-O-T bonds and transformation, at 225 °C, to a new phase. At 325 °C, the Cd-exchanged structure starts collapsing, pointing out a reduced thermal stability compared to the pristine material. The total unit-cell volume contraction as a function of temperature is -22%, significantly more pronounced with respect to Ca-STI.