The pyrolysis tests of Shenhua coal and Shenhua direct liquefaction residue have been carried out using thermogravimetric at the differential heating rate. The kinetic parameters k and E were calculated using DAEM method. Results show DAME model can describe the pyrolysis behavior of Shenhua coal within the range of 20% to 95%, the activation energy of coal pyrolysis ranges from 53.98 to 279.38 kJ/mol, and DAME model can describe the behavior of Shenhua direct liquefaction residue within the range of 10% to 80%, the activation energy of residue pyrolysis is about 170 kJ/mol. The results of which are basically consistent with the experimental data.