Self-assembled InAs/GaAs quantum dots (QDs) were grown by the atomic layer epitaxy (ALE) and molecular beam epitaxy (MBE) techniques, The structure and the thermal stability of QDs have been studied by high resolution electron microscopy with in-situ heating experiment capability, The ALE and MBE QDs were found to form a hemispherical structure with side facets in the early stage of growth, Upon capping by GaAs layer, however, the apex of QDs changed to a flat one. The ALE QDs have larger size and more regular shape than those of MBE QDs. The QDs collapse due to elevated temperature was observed directly in atomic scale, In situ heating experiment within TEM revealed that the uncapped QDs remained stable up to $580^{circ}C$, However, at temperature above $600^{circ}C$, the QDs collapsed due to the diffusion and evaporation of In and As from the QDs, The density of the QDs decreased abruptly by this collapse and most of them disappeared at above $600^{circ}C$.