The aim of the paper was to work out a new comprehensive methodology to monitor thermal activity at mine waste dumps. The methodology was tested through monitoring thermal phenomena occurring in the areas of extractive waste dumping facilities located in the Upper Silesian Coal Basin, Poland. Within the framework of the study, a comparative analysis of three waste dumps was performed; the first two of them, which were not previously reclaimed, are in part thermally active, whereas the third one comprises one section which was partially reclaimed and another section which is still being operated. The research objective was to observe the changes of atmospheric emissions of Polycyclic Aromatic Hydrocarbons (PAHs) from the three selected facilities within the period of 21 months of constant monitoring. The novelty of the methodology of thermal activity monitoring at burning mine waste dumps consisted in the application advanced chemometrics methods. The collected data were analyzed by means of the Hierarchical Clustering Analysis supplemented with a color map of the experimental results. Based on the newly developed methodology, it was determined that thermal processes occur in all of the three analyzed sites. The non-reclaimed waste dumps characterize of intense thermal phenomena covering the majority of the studied area. It was also observed that the most intensive thermal activity occurs in the central sections of the dumps with temperature values reaching the level of 600 °C accompanied by high emissions of PAHs. In addition, the research results demonstrate that despite the reclamation processes, there are certain areas which still remain thermally active in one of the studied extractive waste dumps. This manifested itself by high measured concentrations of all the analyzed PAHs and locally increased surface temperatures which, however, did not exceed 200 °C; the majority of the areas of the reclaimed waste dump characterized of temperatures in the range of 20–30 °C.