Coal pyrolysis is the initial reaction of vast utilization technologies, and the quantitative description of pyrolysis characteristics and accurate kinetic parameters under the wide range of heating rates are of significant challenges. The effect of heating rate from 5 ℃/min to 1000 ℃/min on coal pyrolysis in a novel concentrating photothermal thermogravimetric analyzer was systematically investigated. A new temperature control scheme especially for the ultra-fast heating process was proposed, guaranteeing the absolute temperature control error was less than 4 ℃ throughout the whole heating process. As the heating rate increased from 5 ℃/min to 1000 ℃/min, the absolute value of maximum mass loss rate increased linearly from 4.18 wt%/min to 66.06 wt%/min, and the specific reaction rate for coal conversion at 20% and 50% also increased linearly by 15.4 times and 16.4 times, respectively. The mean activation energies exhibited the exponential decrease tendency from 235.41 kJ/mol to 28.37 kJ/mol. The transformation rates for functional groups of chars were accelerated with the heating rate, and the char with same conversion rate would be more condensed. The activation energy of coal during pyrolysis under heating rate of 1000 ℃/min was binomially correlated with the ratio of small aromatic rings to large ones in char.