Analytical pyrolysis is a tool widely used for investigating the nature of macromolecules. This technique has been applied with success for solving the chemical structure of geo- and biopolymers. However, with complex macromolecules, such as fungal melanins, analytical pyrolysis presents some drawbacks due to the fact that they rarely can be obtained in a pure grade and contains a mixture of polysaccharides, chitin, proteins, nucleic acids, and lipids, among other materials. Analytical pyrolysis permits the characterization of the compounds co-extracted or linked to the melanin. Nevertheless, our data revealed that under the conditions usually employed in the pyrolysis of melanins, the technique presented serious limitations due to the complex structure and diversity of components that suffer extensive thermal degradation through secondary reactions with the production of considerable number of artifacts. To the light of pyrolysis data, the melanin of Ochroconis spp. is not based on 3,4-dihydroxyphenylalanine (DOPA) or 1,8-dihydroxynaphthalene (DHN), and it is suggested that it could be a type of pyomelanin, based on the polymerization of homogentisic acid and other phenolic compounds.