Co-combustion is an effective way to achieve high-value utilization of sewage sludge (SS) and coal slime (CS). In this study, thermogravimetric-mass spectrometry and X-ray photoelectron spectroscopy were combined to investigate the morphology and changing law of sulfur in the gas-solid phase. H2S, COS, and SO2 were detected in SS and CS mono-combustion, and the SO2 release from CS was 8.8 times that of SS. During SS combustion, the oxidation of aliphatic-sulfur and thiophene led to a staged increase in sulfone content. Sulfate was generated after 500 °C and decomposed after 700 °C to form SO2. During CS combustion, aliphatic-sulfur was converted to H2S, thiophene was sequentially oxidized to sulfoxide and sulfone, and a part of sulfone and sulfate decomposed to SO2 at high temperature. During co-combustion, the release of H2S was inhibited after the CS ratio reached 50 %, and the release of COS was promoted at different ratios. Co-combustion significantly promoted the sulfur fixation of the inorganic components, which led to the inhibition of SO2 release, and the deviation between the experimental and theoretical values was as high as 91.3 % at a CS ratio of 50 %, as well as the content of sulfate in the solid phase was significantly increased.