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In situ X‐ray scattering provides valuable insights into the mechanisms and kinetics of reactions and structural transformations. For reactions and structural transformations primarily driven by temperature, and not coupled to chemical/electrochemical triggers, our ability to initiate and quench processes thermally is a practical limit for probing fast reactive phenomena. Meaningful quantitative analysis requires the dynamic phenomena to be triggered on fast time scales relative to the reaction/transformation kinetics. This article describes a new sample furnace, the Rapid‐Actuating Pneumatic Thermal Reactor or RAPTR, for time‐resolved in situ X‐ray scattering studies initiated by temperature. The RAPTR quickly heats and cools samples by translating them into and out of a pre‐heated hot zone. Using diffraction thermometry, it is shown that the samples can be heated/cooled in 10 s or less, with temperatures up to ∼1000°C being accessible. The application of the RAPTR furnace is demonstrated by exploring a fast solid‐state reaction: the synthesis of scheelite‐type lead tungstate, PbWO4, from PbO and WO3 for which Pb3WO6 is identified as a previously unrecognized reaction intermediate. [ABSTRACT FROM AUTHOR]