Coal pyrolysis is the basis of coal gasification, as it is the necessary reaction step in the coal conversion process. To study the pyrolysis characteristics of different coal grades under temperature, thermal simulation tests of three different ranks of coal were conducted, and the pore structure and gas products were analyzed by using liquid nitrogen adsorption and gas chromatographic, and perform fractal fitting for pores of different size. The results show that the pyrolysis gas output of Inner Mongolia lignite is higher than that of Xinjiang long flame coal and Hancheng bituminous coal. With the increase of coal rank, the gas output of each gas component also shows a decreasing trend and the initial temperature and peak temperature of various gases gradually shift to high temperature. With the increase of temperature, the average pore size, volume, specific surface area, and fractal dimension of the three kinds of coal char show an increasing trend. The average pore size and pore volume of coal char increase, and the fractal dimension increase with the increase of coal rank. The comprehensive comparative analysis of the gaseous products, average pore size, pore volume, and fractal dimension of the three coal chars shows that Inner Mongolia lignite has high gas production, large average pore size, good connectivity, and simple pore structure, which is conducive to the escape of pyrolysis gas and the transportation of gasification agent and is the best favorable coal for gasification. The research results are expected to provide experimental guidance for the actual production of underground coal gasification.