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Calcium sulfate minerals such as gypsum play important roles in natural and industrial processes, but their precipitation mechanisms remain largely unexplored. We used time-resolved sample quenching and high-resolution microscopy to demonstrate that gypsum forms via a three-stage process: (i) homogeneous precipitation of nanocrystalline hemihydrate bassanite below its predicted solubility, (ii) self-assembly of bassanite into elongated aggregates co-oriented along their c axis, and (iii) transformation into dihydrate gypsum. These findings indicate that a stable nanocrystalline precursor phase can form below its bulk solubility and that in the CaSO4 system, the self-assembly of nanoparticles plays a crucial role. Understanding why bassanite forms prior to gypsum can lead to more efficient anti-scaling strategies for water desalination and may help to explain the persistence of CaSO4 phases in regions of low water activity on Mars.