Thermal properties of linear citronellyl diesters were studied by TG/DSC/FTIR/QMS-coupled method in inert and oxidative atmospheres. The diesters decompose in one main step in inert atmosphere. As main pyrolysis products, the formation of mainly monoterpene hydrocarbons, acid anhydrides, monoacids, cyclic ketones, aldehyde fragments, carbon dioxide, and water was observed. It was indicated on the ester and O-citronellyl bonds cleavage, partial decarboxylation, and elimination of water from formed dicarboxylic acids during their pyrolysis. The decomposition in air runs in two steps. The first step was connected with the creation of monoterpene hydrocarbons, monoacids, cyclic ketones, aldehydes, carbon dioxide, carbon monoxide, and water. In the second step of decomposition, mainly carbon dioxide and water were produced. It was testified to ester and O-citronellyl bonds cleavage, partial oxygenation, and decarboxylation process of the primary formed decomposition products.