A study was made of the iron species dislodged from the tetrahedral lattice position by thermal treatments in four Fe silicalite samples with Si/Fe ratios of 25, 50, 90, and 150. The last two samples have a sufficiently low iron concentration to be considered true catalysts (i.e., having Fe dilutions as low as that used in the industrial conversion of benzene to phenol (Si/Fe>80)) in partial oxidation reactions. A systematic spectroscopic study is presented in order to obtain a global picture of a system whose complexity can be understood by assuming the formation of a wide variety of transient coordinatively unsaturated iron species, with different oxidation states, which ultimately lead to grafted or anchored isolated and/or clustered species by interaction with residual tetrahedral Si(OH)Fe, defective SiOH groups, or strained SiOSi bridges of the hosting matrix. The structure characterization was obtained by means of the parallel use of IR, X-ray absorption near-edge spectroscopy, and electron paramagnetic resonance techniques, before, during, and after interaction with CO, N2O, and NO probe molecules. This approach was applied to samples characterized by different iron content, activation temperature, and redox treatments. This allowed us to throw light onto structure, oxidation state, and mutual interconversion of a very complex family of extraframework iron species. Oxidation with O2 or N2O led to the formation of strongly bonded oxygen species. The relation between these species and the so-called α-oxygen species, claimed as the active sites for the hydroxylation of benzene to phenol by N2O, is discussed.