Structural features from Fourier transform infrared spectroscopy and evolution characteristics of the main pyrolysis products by TG/MS were studied for seven coals ranging from lignite to high-volatile bituminous A coal. It showed that the chemical structure presents a sudden change at similar to 0.6% of R-max(O), corresponding to the first coalification jump. The results suggested that the C=O content was the lowest and thus CO2 generation during pyrolysis has the lowest ion intensity at similar to 0.6% of R-max(O), while the aliphatic hydrocarbons have the maximum intensity at similar to 0.6% of R-max(O). Besides, the peak temperatures of CH4+, C3H7+, and benzene released during pyrolysis present the approximate minimum values near similar to 0.6% of R-max(O), demonstrating the lowest thermal stability of coal near 0.6% of R-max(O). This study provides a deep understanding of the first coalification jump.