Combustion of heavy fuels in an industrial boiler can lead to emission of solid particles into the atmosphere: cenospheres. We have studied experimentally and modelled the formation of cenospheres produced by very fast pyrolysis when heavy fuel droplets are injected into a boiler. The solid products of pyrolysis accumulate on the droplet surface forming a shell, whose diameter increases as the liquid continues to evaporate from within the droplet. The very thin shell (about 0.4 μm observed by microscopy) allows transfer of fuel vapors from within the droplet to the outside. The main parameters are evaporation kinetics of liquid heavy fuel and solid coke formation by pyrolysis of the liquid. The model developed well represents the experimental results observed, using an apparatus which simulates similar conditions to those encountered by droplets injected into an industrial boiler.