Protein self-association and protein unfolding are two temperature-dependent processes whose understanding is of utmost importance for the development of biological pharmaceuticals because protein association may stabilize or destabilize protein structure and function. Here we present new theoretical and experimental methods for analyzing the thermodynamics of self-association and unfolding. We used isothermal dilution calorimetry and analytical ultracentrifugation to measure protein self-association and introduced binding partition functions to analyze the cooperative association equilibria. In a second type of experiment, we monitored thermal protein unfolding with differential scanning calorimetry and circular dichroism spectroscopy and used the Zimm−Bragg theory to analyze the unfolding process. For α-helical proteins, the cooperative Zimm−Bragg theory appears to be a powerful alternative to the classical two-state model. As a model protein, we chose highly purified human recombinant apolipoprotein A-I. Self-association of Apo A-I showed a maximum at 21 °C with an association constant Ka of 5.6 × 10(5) M(−1), a cooperativity parameter σ of 0.003, and a maximal association number n of 8. The association enthalpy was linearly dependent on temperature and changed from endothermic at low temperatures to exothermic above 21 °C with a molar heat capacity ΔC(p)° of −2.76 kJ mol(−1) K(−1). Above 45 °C, the association could no longer be measured because of the onset of unfolding. Unfolding occurred between 45 and 65 °C and was reversible and independent of protein concentration up to 160 μM. The midpoint of unfolding (T(0)) as measured by DSC was 52−53 °C; the enthalpy of unfolding (ΔH(N)(U)) was 420 kJ/mol. The molar heat capacity (Δ(N)(U)C(p)) increased by 5.0 ± 0.5 kJ mol(−1) K(−1) upon unfolding corresponding to a loss of 80−85 helical segments, which was confirmed by circular dichroism spectroscopy. Unfolding was highly cooperative with a nucleation parameter σ of 4.4 × 10(−5).