Ammonia (NH3)-coal co-firing is a promising technology to reduce CO2 emission. The strong interaction between ammonia and coal during the co-pyrolysis has a considerable impact on nitrogen migration and transformation and will further affect the NOx formation. In this paper, to investigate the effect of the volatile fraction on the migration of N, Shenhua (SH) and Wanxiang (WX) bituminous coals were devolatilized to different levels in the first pyrolysis step and were then co-pyrolyzed with NH3 in the second pyrolysis step. It is found that the migration of N from the gas to solid is more significant than the release of N with the volatile, especially when the temperature in the first pyrolysis step is low. Given the same pyrolysis condition, WX coal/char has more oxygen-containing functional groups than SH, thus the increase of N content during the NH3/coal co-pyrolysis is more significant for WX. The absolute contents of pyridinic N (N-6), pyrrolic N (N-5), and protonated pyridinic N or quaternary N (N-Q) are calculated before and after the co-pyrolysis step according to the results of elemental analysis and X-ray photoelectron spectroscopy. An obvious increase of N-6 is observed in chars with lower degree of devolatilization for both coals. A transformation of N-5 to other types of N is observed for SH coal/char. In contrast, the transformation of N-5 is less obvious for WX, which is due to the presence of alkali metal chlorides in WX. Moreover, WX coal/char has less aromatic structure and more aliphatic groups, which promotes the transformation of N from NH3 to N-5. Based on these results, possible reaction pathways of N migration and transformation during NH3/coal co-pyrolysis are proposed.