During high-temperature pulse pyrolysis of acyclic butanes and pentanes under adiabatic compression conditions, cyclopropane, a stressed cyclic hydrocarbon, was found among the reaction products in small quantities for the first time. The analysis of the reaction products was performed by gas chromatography using three capillary columns of different polarity, selectivity and sufficient efficiency. The identification of reaction products, including cyclopropane, was performed using retention times of individual substances and model mixtures, as well as comparing chromatograms with reference chromatograms from the literature and the ScanView Application Database. It was shown that the chromatographic peak attributed to cyclopropane could not be a ghost peak. Additional confirmation of this conclusion was obtained in a series of experiments on the pyrolysis of n-butane at a reduced initial temperature of the adiabatic compression reactor (from 120 °C to 50 °C) and a modified mode of GC analysis. Cyclopropane yields as a function of maximum temperature have a bell-shaped asymmetric dependence. The maximum value of the yield of cyclopropane increases with the transition from normal alkanes to isoalkanes, and from pentanes to butanes; for n-pentane, 0.009 wt. %, and for isobutene, ≈0.017 wt. %. During the pulse pyrolysis of isobutane, n-butane, isopentane and n-pentane, cyclopropane is not a primary product. Further theoretical and experimental studies are needed to establish the mechanism of cyclopropane formation during pyrolysis of C4–C5 acyclic alkanes.