Natural zeolites have attracted increasing interest as inorganic carriers for drug delivery because of their porous framework, ion-exchange properties, chemical stability, and broad availability. In this study, a clinoptilolite-rich natural zeolite of Romanian origin and samples thermally treated at 150, 200, and 250 °C were evaluated as carriers for doxycycline, with particular attention to the influence of thermal treatment on drug release under simulated physiological conditions. The untreated and thermally treated zeolites were loaded with doxycycline by adsorption from aqueous solution at an initial drug-to-carrier ratio of 200 mg/g, under controlled pH and continuous stirring at room temperature. The loaded zeolites were subsequently evaluated in simulated gastric fluid (pH 1.2) followed by simulated intestinal fluid (pH 6.8) at 37 °C. Doxycycline release was quantified by high-performance liquid chromatography (HPLC) at predetermined time intervals, and cumulative release was expressed relative to the amount of drug initially incorporated into each carrier. The release profiles showed that thermal treatment modified doxycycline–zeolite interactions, resulting in distinct differences in drug retention, release rate, and cumulative release among the investigated samples. These differences were dependent on treatment temperature, indicating that thermal modification can affect pore accessibility and the strength of drug–carrier interactions. The release data were further analyzed using Higuchi, Korsmeyer–Peppas, and first-order kinetic models to gain insight into the mechanisms governing doxycycline release from the zeolite matrix. Overall, the findings indicate that thermal treatment provides a straightforward means of modulating doxycycline release from clinoptilolite-based carriers and support the further development of natural zeolites as tunable inorganic platforms for controlled antibiotic delivery.