High-pressure thermogravimetric analyzer was employed to investigate the effects of pressure on the thermal decomposition process, which is the very first step in most coal utilizing processes, and pyrolyzates from TGA were analyzed by on-line GC/MS. Results showed that pyrolysis of coal with steam under high-pressure conditions exhibited a slower reaction rate compared to the lower pressure conditions, and the effect is more evident at the high temperature region. Coal rank also exhibited a distinct effect on the pyrolysis rate such that a subbituminous coal showed a bigger effect by steam-addition and pressure than bituminous coals. Weathered coal sample illustrated a slower reaction rate compared to the unoxidized coal. In addition, the implication of pressure effects on pyrolysis has been described.