Nanodiamond from ozone purification (NDO) demonstrates very distinctive properties within the class of detonation nanodiamonds, namely very high acidity and high colloidal stability in a broad pH range. To understand the origin of these unusual properties of NDO, the nature of the surface functional groups formed during detonation soot oxidation by ozone needs to be revealed. In this work, thermal desorption mass spectrometry (TDMS) and IR spectroscopy were used for the identification of surface groups and it was concluded that carboxylic anhydride groups prevail on the NDO surface. On the basis of the temperature profiles of the desorbed volatile products and their mass balance, it is hypothesized that decomposition of carboxylic anhydride groups from NDO during heating proceeds by two different mechanisms. Other distinctive features of NDO in comparison with air-treated nanodiamond are also reported.