Due to the disadvantages of low fragrance threshold and high volatility of pyrrole monomer under high‐temperature process in tobacco or food, it cannot meet the market requirements. In order to develop pyrrole flavour precursors, 2,5‐dimethyl‐N‐pyrroleacetic acid was synthesized by the Paal–Knorr reaction using 2,5‐hexanedione and glycine as raw materials. Various pyrrole fragrance precursors such as 2‐ethyl‐4‐oxo‐4H‐pyran‐3‐yl 2‐(2,5‐dimethyl‐1H‐pyrrol‐1‐yl)acetate (5a), 4‐formyl‐2‐methoxyphenyl 2‐(2,5‐dimethyl‐1H‐pyrrol‐1‐yl)acetate (5b), pyridine‐2‐ylmethyl 2‐(2,5‐dimethyl‐1H‐pyrrol‐1‐yl)acetate (5c) and thiophen‐2‐ylmethyl 2‐(2,5‐dimethyl‐1H‐pyrrol‐1‐yl)acetate (5d) were synthesized by esterification from 2,5‐dimethyl‐N‐pyrroleacetic acid with ethyl maltol, vanillin, 2‐pyridinemethanol and 2‐thiophenemethanol, respectively. As part of the study, IR, NMR and HRMS were used to characterize the target compounds. Using gas chromatography–mass spectrometry‐olfactometer (GC–MS‐O), the pyrrole esters obtained were evaluated for the characteristics of their aromas. The thermal stability was analysed using thermogravimetric analysis and pyrolysis gas chromatography/mass spectrometry. In addition, the pyrolysis mechanism was speculated. With TG‐DTG results, the main mass loss phase of 5a occurred between 108°C and 450°C, with a dramatic mass loss reduction of 83.07%. At 118.60°C and 450°C, 5b showed a mass loss reduction of 60.80%. Furthermore, according to the Py‐GC/MS analysis results, compounds 5a and 5b formed 8 and 7 pyrolysis products. The main pyrolysis products of 5a and 5b were 1‐ethyl‐2,5‐dimethyl‐1H‐pyrrole, ethyl maltol, and vanillin, which are all aroma components used to blend cigarette smoke, can slow down the rate at which aromas are lost and mask unpleasant smoke. Study results provide a reference for the tobacco industry to further develop new high‐temperature release aroma ingredients.