As a promising unconventional energy source, tight sandstone gas has attracted increasing attention. Because of the extremely low porosity/permeability of tight sandstone, large scale exploration and development are still challenging. Recently, high-temperature combustion or pyrolysis has been employed to increase sandstone porosity/permeability. In this study, the sandstone samples obtained from Xinjiang Province in China were heated for 30 min in air atmosphere at temperatures of 350, 500, 700, 800, and 900 °C respectively. The combustion characteristics and property changes of sandstone were investigated. In the beginning, thermal decomposition process of sandstone and gas emission were tested using thermogravimetry combined with Fourier transform infrared spectroscopy. Then, the mineral composition and pore structure of different combusted sandstones were tested and analyzed. Moreover, the effects of combustion temperature on particle size of sandstone were also investigated. Finally, scanning electron microscopy (SEM) technology was performed to study the surface appearance change of sandstone. According to the experiment results, organic matters started releasing at 350−500 °C, and most of the minerals such as carbonate decomposed at 600−870 °C. During the combustion process, carbon dioxide and water vapor were the main product gases. With the increase of combustion temperature, the mean pore diameter increased from 8.0 to 22.6 nm, while the particles size remained almost constant. In addition to the increase of pore size, it can be found from SEM photos that the compact surface of sandstone became smooth and some new pores and small cracks appeared on the surface of sandstone after high-temperature combustion, especially at 900 °C. As a result, high-temperature combustion is one of the feasible methods to improve the porosity/permeability of sandstone.