A basic understanding of the high-temperature pyrolysis process of jet fuels is not only valuable for the development of combustion kinetic models but also critical to the design of advanced aeroengines. The development and utilization of alternative jet fuels are of crucial importance in both military and civil aviation. A direct coal liquefaction (DCL) derived liquid fuel is an important alternative jet fuel, yet fundamental pyrolysis studies on this category of jet fuels are lacking. In the present work, high-temperature pyrolysis studies on a DCL-derived jet fuel and its blend with the traditional RP-3 jet fuel are carried out by using a single-pulse shock tube (SPST) facility. The SPST experiments are performed at averaged pressures of 5.0 and 10.0 bar in the temperature range around 900–1800 K for 0.05% fuel diluted by argon. Major intermediates are obtained and quantified using gas chromatography analysis. A flame-ionization detector and a thermal conductivity detector are used for species identification and quantification. Ethylene is the most abundant product for the two fuels in the pyrolysis process. Other important intermediates such as methane, ethane, propyne, acetylene, and 1,3-butadiene are also identified and quantified. The pyrolysis product distributions of the pure RP-3 jet fuel are also performed. Kinetic modeling is performed by using a modern detailed mechanism for the DCL-derived jet fuel and its blends with the RP-3 jet fuel. Rate-of-production analysis and sensitivity analysis are conducted to compare the differences of the chemical kinetics of the pyrolysis process of the two jet fuels. The present work is not only valuable for the validation and development of detailed combustion mechanisms for alternative jet fuels but also improves our understanding of the pyrolysis characteristics of alternative jet fuels.