The aim of this study was to explore the mapping relationship between the temperature and the dielectric parameters of coal and rock under variable temperatures as well as to determine the characteristics of a dielectric anomaly response. Experiments were performed using lignite, nonstick coal, gas coal, coking coal, and anthracite. The evolution of pyrolysis characteristics, microcrystal structure, and dielectric properties with changing temperature was investigated, and the changes in the dielectric parameters of coal and rock were comprehensively analyzed. As such, the cause of the dielectric anomaly with changing temperatures of coal and rock was revealed. The results show that the dielectric properties of coal at different pyrolysis temperatures are closely related to the degree of intermolecular thermal motion, the evolution of microcrystal structure, and the mechanism of polarization response. In the low-temperature stage, the thermal motion of coal molecules is weak and exhibits electronic polarization, and the dielectric parameters change slightly with temperature while being dependent on the moisture content. In the high-temperature pyrolysis stage, the intense molecular thermal motion leads to the breaking of chemical bonds and the release of volatiles; moreover, the distance between aromatic layers of coal decreases, the order of aromatic structure increases, the dipole turning polarization is the main polarization type, and the dielectric response is obvious. When the pyrolysis reaction is basically complete, the dielectric constants of the five coal samples reach the maximum. As the temperature increases continuously, the coal structure is destroyed by the weakening of the thermal motion of the coal molecules and the accumulation of thermal stress; meanwhile, the dielectric constant decreases gradually, while the dielectric loss and tangent of dielectric loss increase rapidly. At the same temperature, the dielectric constant decreases with an increase in test frequency. These results lay a foundation for the inversion of dielectric data in fire areas of coal mines.