Lignite is a low-rank coal with abundant reserves, and direct combustion causes serious environmental pollution. Calcium-catalyzed steam gasification is a cleaner technology that can convert lignite into high-value fuels and chemicals. However, the detailed structural evolution of calcium species during lignite steam gasification remains inadequately understood. The present work addresses this issue by subjecting the calcium-catalyzed steam gasification process of lignite to a detailed analysis, focusing on both the pyrolysis and gasification stages. The transitions in the chemical structures of the lignite and calcium catalysts during the pyrolysis stage were investigated in situ by Fourier Transform Infrared Spectroscopy. The morphological and chemical characterization of chars was performed using SEM-EDS, Raman spectroscopy, XPS, and N2 adsorption/desorption. The catalytic performance and gas composition were investigated by TGA and a fixed-bed reactor during the gasification stage. The results verify that the calcium catalyst reduced the initial gasification temperature of lignite by 150 °C, resulting in a 13.91% increase in the H2 concentration of the synthesis gas and an improvement of the H2/CO ratio to 20.96. The active Ca-C site and intermediate Ca-O-C formed during the co-pyrolysis stage increase the defect density of char, and the transformation of organic calcium species catalyzes the gasification of lignite. The enhanced concentration of H2 in the syngas can be attributed to the catalytic effect of CaO on the water–gas shift reaction during the gasification process. These results are expected to guide efforts in supporting catalytic conversion processes and promoting the efficient utilization of low-rank coal.