The desulfurization efficiency, combustion properties, combustion kinetics, and structural changes of Kentucky coal under microwave irradiation (MI) combined with hydrochloric acid solution pickling were investigated and compared using a thermogravimetric analyzer coupled to a Fourier transform infrared spectrometer. The results show that the desulfurization rate increases with the concentration of hydrochloric acid solution. The introduction of MI can effectively improve the desulfurization efficiency. After desulfurization, the ignition temperature and burnout temperature of coal samples increase, the combustion index decreases, and the combustion performance deteriorates. The maximum weight loss rate decreases with the increase of the concentration of hydrochloric acid solution, and the activation energy of the coal sample after microwave treatment increases, and the reaction difficulty increases. The infrared analysis results show that MI and hydrochloric acid pickling treatment have little effect on the functional group structure of coal samples.