Thermodynamic studies on CaLaFe₁₁O₁₉(s) were carried out using Knudsen effusion mass spectrometry and calorimetry, viz. differential scanning calorimetry and high temperature oxide melt solution calorimetry.  Standardmolar Gibbs free energy of formation (Δ_fG⁰_m), enthalpy of formation and heat capacity  (C⁰_{p, m}) of the compound were calculated as a function of temperature for the first time.  C⁰_{p, m}(CaLaFe₁₁O₁₉) was determined and used for second law analysis, from which enthalpy and entropy of formation of the compound were calculated and the respective values are: Δ_fH⁰_m(298.15K)/ kJ  mol^-1=-6057(±8) and S⁰_m(298.15K)/JK^-1 mol^-1=427(75). Δ_fH⁰_m(298.15K)/kJmol^-1: -6055(±6) was also calculated using oxide melt solution calorimetry, which is in close agreement with the second law value. A heat capacity anomaly was also observed at T=684 K. A table of thermodynamic data from 298.15K to 1000K for CaLaFe₁₁O₁₉(s) was also constructed to represent an optimized set of data.