A microscopic approach is proposed to the damping of the double giant dipol
e resonance (DGDR). The double-time Green's function method is used to deri
ve a closed set of coupled equations for the propagation of two-phonon exci
tation through the field of incoherent nucleon pairs. The analytical expres
sions for the width and energy shift of the DGDR are obtained. The numerica
l calculations an performed for Zr-90, Sn-90, and Pb-208 for several charac
teristics of the DGDR at zero as well as nonzero temperatures T. The result
s are found in reasonable agreement with existing experimental systematics
for the width and energy of the DGDR. As compared to the estimation within
the harmonic picture, the anharmonicity leads to a noticeable enhancement o
f the integrated photoabsorption cross section (IPACS) over the DGDR region
. The DGDR width is found to increase sharply with increasing T at T less t
han or equal to 3 MeV, but goes to a saturation at T >3 MeV. The harmonic l
imit for the DGDR width is restored already at T greater than or equal to 1
.5 MeV. It is shown that the IPACS of the DGDR can also be enhanced compare
d to its harmonic value if it is built on a hot GDR.