The formation of macromolecules is an indispensable step in the process leading to the appearance of life on Earth. As their constituents were widely distributed over geological time and space on the surface of the primitive Earth, clay minerals are regarded as an essential factor influencing the formation of macromolecules due to their high reactivity and their close association with organic matter that could be the precursors of macromolecules. Over the years, many researchers have studied the roles of clay minerals in macromolecules formation through the condensation of amino acids (AAs) in aqueous systems in order to understand the thermal evolution of organic matter (OM) in pristine oceans. However, the condensation of AAs in non-aqueous systems has received limited attention. In particular, the stability and evolution of AAs in volcanic eruption environments that are rich in clay minerals have rarely been investigated. In this work, the influence of clay mineral on the thermal evolution of AAs was studied. Two types of clay-AA complexes, i.e., clay-AA interlayer complexes and clay-AA external complexes (where AAs exist outside the interlayer structure) were used. An expandable clay mineral, montmorillonite (Mt), was chosen as the typical clay mineral, and L-arginine (Arg) and glycine (Gly) were used as the model AAs for the preparation of clay-AA complexes. In situ diffuse-reflectance infrared Fourier transform spectroscopy (in situ DRIFT) was used to monitor the thermal evolution behaviors of the clay-AA complexes, such as the formation of macromolecules with peptide bonds, and thermogravimetry (TG) and TG coupled with Fourier transform infrared spectroscopy (TG-FTIR) analyses were used to investigate the decomposition of the produced macromolecules. The results show that Mt strongly affects macromolecules formation during the thermal evolution of AAs, which is mainly due to that the inherent solid acidity of the different structural sites of Mt varies. When AAs are present on the external surfaces of Mt, the interaction between AAs and clay minerals substantially decreases the initial formation temperature of the macromolecules with peptide bonds (for Arg) and strongly affects the types of condensation products (for Gly). When AAs exist in the interlayer structure of Mt, the interlayer structure has a steric effect on the thermal evolution of these monomers, which, together with the effects of the molecular structure of Arg, enhances the initial temperature of condensation and increases the thermal decomposition temperature of the formed macromolecules. Regardless of whether AAs exist in the interlayer sites or on the external surfaces of clay minerals, clay-OM association is able to protect macromolecules, postponing their thermal decomposition. The present work indicates that macromolecules with peptide bonds could readily form via the condensation of AAs under dry high-temperature conditions, which implies that non-aqueous thermal conditions resulting from volcanic activities might be a favorable geological setting for prebiotic chemical evolution on the early Earth.