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This work studied the effect of cellulose–lignin interactions under potassium formate (HCOOK) and nickel formate (Ni­(HCOO)2) on behavior and product distributions. The results indicated that the presence of HCOOK affected the whole thermal decomposition process, while the effect of Ni­(HCOO)2 was mainly manifested before 339 °C. The interaction under the action of HCOOK favored the generation of carbonyl compounds, and the catalytic pyrolysis with Ni­(HCOO)2 was better for formating phenols. The high peak intensities of CO and CH4 were achieved by adding nickel formate and potassium formate, respectively. It was obviously different from noncatalytic pyrolysis. The evolution of a char structure further revealed that different formate salts had different effects on the interactions. The statistical method according to the distribution of the liquid component confirmed that HCOOK had the strongest effect for reducing the cellulose–lignin interactions.