The thermoluminescence material, CaSO4:Dy, is widely used for the dosimetry of ionizing radiation due to its high sensitivity, low fading and wide dose range from μGy to few tens of gray. However, its application is limited at high doses due to non-linear and saturation effects. In this paper, X-ray Absorption Near Edge Structure (XANES) studies at the Dy L3-edge have been carried out on CaSO4:Dy discs exposed to gamma doses in the range 0–1000 Gy. The results show an increase in white line in XANES spectra with gamma dose. Structural change in CaSO4:Dy also has been studied using X-Ray Diffraction (XRD) and has found no structural change up to 1000 Gy. The study indicates that XANES can be used as an alternative dosimetry technique and is useful in the evaluation of absorbed dose in the case of accidental exposure to high radiation in a radiation facility or during a radiological accident.