The search for durable dyes led several past civilizations to develop artificial pigments. Maya Blue (MB), manufactured in pre-Columbian Mesoamerica, is one of the best known examples of an organic-inorganic hybrid material. Its durability is due to the unique association of indigo molecule and palygorskite, a particular fibrous clay occurring in Yucatan. Despite 50 years of sustained interest, the microscopic structure of MB and its relation to the durability remain open questions. Combining new thermogravimetric and synchrotron X-ray diffraction analyses, we show that indigo molecules can diffuse into the channel of the palygorskite during the heating process, replacing zeolitic water and stabilizing the room temperature phases of the clay.