Sewage sludge in China has the characteristics of low organic content and low heating value compared with other developed countries. Self-sustaining combustion of Chinese sludge cannot be achieved when the moisture content is high. Co-combusting a small amount of sludge in the existing coal-fired boilers is a usual sludge disposal method in China. Thermogravimetric (TG) and differential scanning calorimetry (DSC) analysis of a bituminous coal, three different sewage sludges, and their blends have been carried out. Fitted curves by linear calculation and actual curves of blends were compared to study the interaction between sludge and coal in their co-combustion process. The results indicate that the interaction between the two fuels takes place during the devolatilization and combustion period. Sludge acts as a catalyst for coal during the co-combustion process because of the large amount of inorganic salts contained in the sludge. Co-combustion of coal and sludge is more efficient than single burning of the two fuels.