The combustion behaviors of anthracite and dried sawmill sludge (DSS) were studied using thermogravimetric analysis (TGA) and derivative thermogravimetric analysis (DTG). DSS was found to be a promoter for anthracite combustion, the addition of DSS in anthracite decreased the burnout temperature and time. But DSS caused the rapid releases of SO2 and NO in the initial combustion stage. In overall, the increasing of DSS significantly decreased the emission factor of SO2 from 13.42 ± 1.80 to 0.31 ± 0.08 g/kg; while the emission factor of NO was not obviously changed and stable at 0.7–0.8 g/kg in all cases. The oxygen-rich atmosphere was helpful for the rapid and sufficient combustion of blend; the oxygen-lean atmosphere delayed the combustion process and slowed down the releases of SO2 and NO. The increasing combustion temperature improved the anthracite combustion, and the emission factors of SO2 and NO were all increased with the temperature increasing. 900 °C was found to be the best combustion temperature for NO generation. SO3 was detected in the combustion of anthracite under 21% and 30% of O2. Two promising ways for control of SO2 and NO were provided: 1) urea-fuel mixture combustion combined with the post-combustion wet absorption by Na2CO3; 2) post-combustion wet absorption by NaClO/Na2CO3. The removal efficiencies of SO2 and NO could reach 100% and over 95% respectively. The removal products were determined as sulfate, sulfite and nitrate by IC, with no toxic byproducts being produced.