Thermogravimetric analysis (TGA) has been used to research the pyrolysis and combustion processes of coal used in rotary kiln of iron ore oxide pellet. Furthermore, the effects of air flow and oxygen concentration on the combustion behavior of coal were examined with TGA. The results showed that two individual stages can be distinguished for the pyrolysis of coal, the water evaporation stage and the de-volatilization stage. And the information on ignition and burnout characteristics can be obtained from the combustion process analyzed by TGA. Large air flow almost has no effect to the combustion process except that it enhances combustion intensity. However, the combustion process is further accelerated under oxygen-enriched conditions. With all experimental results, it could provide an attractive approach of analyzing coal for the rotary kiln process.