Laboratory experiments were conducted to investigate the volatilization behavior of heavy metals during pyrolysis and combustion of municipal solid waste (MSW) components at different heating rates and temperatures. The waste fractions comprised waste paper (Paper), disposable chopstick (DC), garbage bag (GB), PVC plastic (PVC), and waste tire (Tire). Generally, the release trend of heavy metals from all MSW fractions in rapid-heating combustion was superior to that in low-heating combustion. Due to the different characteristics of MSW fractions, the behavior of heavy metals varied. Cd exhibited higher volatility than the rest of heavy metals. For Paper, DC, and PVC, the vaporization of Cd can reach as high as 75% at 500 °C in the rapid-heating combustion due to violent combustion, whereas a gradual increase was observed for Tire and GB. Zn and Pb showed a moderate volatilization in rapid-heating combustion, but their volatilities were depressed in slow-heating combustion. During thermal treatment, the additives such as kaolin and calcium can react or adsorb Pb and Zn forming stable metal compounds, thus decreasing their volatilities. The formation of stable compounds can be strengthened in slow-heating combustion. The volatility of Cu was comparatively low in both high and slow-heating combustion partially due to the existence of Al, Si, or Fe in residuals. Generally, in the reducing atmosphere, the volatility of Cd, Pb, and Zn was accelerated for Paper, DC, GB, and Tire due to the formation of elemental metal vapor. TG analysis also showed the reduction of metal oxides by chars forming elemental metal vapor. Cu2S was the dominant Cu species in reducing atmosphere below 900 °C, which was responsible for the low volatility of Cu. The addition of PVC in wastes may enhance the release of heavy metals, while GB and Tire may play an opposite effect. In controlling heavy metal emission, aluminosilicate- and calcium-based sorbents can be co-treated with fuels. Moreover, pyrolysis can be a better choice for treatment of solid waster in terms of controlling heavy metals. PVC and Tire should be separated and treated individually due to high possibility of heavy metal emission. This information may then serve as a guideline for the design of the subsequent gas cleaning plant, necessary to reduce the final emissions to the atmosphere to an acceptable level.