Coal and biomass are important feedstocks for carbon energy from thermochemical conversion process. Fully understanding the analytical technology that characterizes the changes in physicochemical properties and structural characteristics of coal and biomass during the thermochemical reactions is a key prerequisite for the realization of appropriate utilization of energy fuels. Modern in-situ process analysis technology can accomplish the in-situ detection of the experimental process, and therefore reflect the experimental process more accurately. Moreover, it is developing towards automation, intelligentization, and comprehensive detection. Based on the characteristics of each detection technology, this paper summarizes the basic principles, application scope and performance characteristics of the three advanced in-situ process analysis technologies: hyphenated technology, synchrotron radiation, and online analysis. The practicability and accuracy of each detection technology in coal and biomass research are compared and analyzed, and its latest application and development trend are elucidated. These tools not only make up for the shortcomings of traditional detection techniques in characterizing the in-situ reaction, but also provide complementary information on molecular microscopic changes during fuel thermal conversion. This review paper can provide insights for relevant researchers in the selection of analytical techniques, and promote in-depth study on microcosmic mechanism of fuel conversion.