A process is disclosed for making dead burn calcium sulfate anhydrite. The process includes a slurry calcination step to produce calcium sulfate anhydrite followed by removing free water from the anhydrite while avoiding substantial rehydration. Also disclosed are dead burn calcium sulfate anhydrite particles with high aspect ratios, e.g. fibers having an average aspect ratio of at least 4:1, or very fine particle size, e.g., at or below 2 micrometers average, combined with very low water content, e.g., less than 0.5, preferably less than 0.3, wt. % water. These particles are typically useful as fillers.