1. Understand the phenomenon

   Egg white contains proteins, mainly albumin. On heating, the liquid egg white turns into a semi-solid/solid mass. This is called coagulation.

2. What happens to protein on heating?

   Proteins have different levels of structure:

   • Primary structure: sequence of amino acids joined by peptide bonds
   • Secondary and tertiary structure: folding of the chain due to hydrogen bonding and other weak interactions

   When heated, these weak interactions are disturbed, and the protein loses its natural three-dimensional shape. This process is called denaturation.

3. Check each option

   A: Denaturation of protein occurs

   • Correct. Heating causes denaturation, and denatured proteins aggregate, leading to coagulation.

   B: Biological property of protein remains unchanged

   • Incorrect. On denaturation, the biological activity/properties usually change or are lost.

   C: Breaking of the peptide linkage in the primary structure of protein occurs

   • Incorrect. Denaturation generally does not break peptide bonds, so primary structure remains intact.

   D: The secondary structure of protein remains unchanged

   • Incorrect. Secondary structure is disrupted during denaturation.

4. Conclusion

   Coagulation of egg on heating is due to denaturation of protein.

$\boxed{\text{A}}$