The pyrolysis products and their components of pulverized coal will directly affect the combustion characteristics. In order to further study the variation of the product concentration during pyrolysis process, a group of CH4 absorption lines (2v3) near 1.65 μm are used for on-line measurement of CH4 concentration in Datong pulverized coal and Zhundong pulverized coal pyrolysis processes based on wavelength modulation technique. The pulverized coal particle with diameter of 8 mm and mass of 360 mg is hung on the quartz tube, a high power CO2 laser is applied to rapid and uniform heating of the pulverized coal particle. The tunable laser beam goes through the quartz tube cross section with triple effective reflection, and the laser beam is at 10 mm below the pulverized coal. The measurement process continues until the pyrolysis process is completely over. At the beginning of the pyrolysis process, the volume fraction of CH4 increases rapidly, then gradually decreases until the concentration is zero, and the whole pyrolysis process lasts about 60 s. The volume fraction of CH4 of Zhundong coal at maximum release rate is twice of that of Datong coal, and the pyrolytic reaction of Zhundong coal is quicker, and much more CH4 gas can be generated by Zhundong coal.