The effects of various basic factors of combustion conditions and coal properties on thermal NOx formation behaviors in pulverized coal combustion have been experimentally clarified, and a theoretical analysis for the flame structural change around a coal particle has been performed, including full chemical kinetics of prompt NOx formation. Thermal NOx concentrations much higher than those predicted by the extended Zeldovich mechanism have been experimentally observed even in the usual pulverized coal combustion conditions. The contribution of thermal NOx to the total NOx rapidly increases with the increase of flame temperature and oxygen-fuel stoichiometric ratio, especially for highly volatile coals. Both the large amount of thermal NOx formation and the effects of various factors on it have been well explained by considering the prompt NOx formation in the flame zone around each coal particle through HCN and NH formed by the reactions between N2 in air and hydrocarbons in the evoluted volatile matter.