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Core-shell gallium nanoparticles (Ga NPs) have recently been proposed as an ultraviolet plasmonic material for different applications but only at room temperature. Here, the thermal stability as a function of the size of the NPs is reported over a wide range of temperatures. We analyze the chemical and structural properties of the oxide shell by x-ray photoelectron spectroscopy and atomic force microscopy. We demonstrate the inverse dependence of the shell breaking temperature with the size of the NPs. Spectroscopic ellipsometry is used for tracking the rupture and its mechanism is systematically investigated by scanning electron microscopy, grazing incidence x-ray diffraction and cathodoluminescence. Taking advantage of the thermal stability of the NPs, we perform complete oxidations that lead to homogenous gallium oxide NPs. Thus, this study set the physical limits of Ga NPs to last at high temperatures, and opens up the possibility to achieve totally oxidized NPs while keeping their sphericity.