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The structural stability and mechanical integrity of boron nitride nanotubes (BNNTs) in high temperature environments are of importance in pursuit of their applications that are involved with extreme thermal processing and/or working conditions, but remain not well understood. In this paper, we perform an extensive study of the impacts of high temperature exposure on the structural and mechanical properties of BNNTs with a full structural size spectrum from nano- to micro- to macro-scale by using a variety of in situ and ex situ material characterization techniques. Atomic force microscopy (AFM) and high resolution transmission electron microscopy measurements reveal that the structures of individual BNNTs can survive at up to 850 °C in air and capture the signs of their structural degradation at 900 °C or above. In situ Raman spectroscopy measurements reveal that the BN bonds in BNNT micro-fibrils undergo substantial softening at elevated temperatures of up to 900 °C. The AFM-based nanomechanical compression measurements demonstrate that the mechanical integrity of individual BNNTs remain intact after being thermally baked at up to 850 °C in air. The studies reveal that BNNTs are structurally and mechanically stable materials in high temperature environments, which enables their usages in high temperature applications.