Lead-free halide double perovskites (HDPs) have emerged as a new generation of thermochromic materials. However, further materials development and mechanistic understanding are required. Here, a highly stable HDP Cs2NaFeCl6 single crystal is synthesized, and its remarkable and fully reversible thermochromism with a wide color variation from light-yellow to black over a temperature range of 10 to 423 K is investigated. First-principles, density functional theory (DFT)-based calculations indicate that the thermochromism in Cs2NaFeCl6 is an effect of electron–phonon coupling. The temperature sensitivity of the bandgap in Cs2NaFeCl6 is up to 2.52 meVK−1 based on the Varshni equation, which is significantly higher than that of lead halide perovskites and many conventional group-IV, III–V semiconductors. Meanwhile, this material shows excellent environmental, thermal, and thermochromic cycle stability. This work provides valuable insights into HDPs' thermochromism and sheds new light on developing efficient thermochromic materials.