The experimental optimization by the simplex method of the proximate analysis of coal and biomass by thermogravimetry analysis (TGA) is reported. Heating rate, final temperature, holding time,Ar flow rate and sample size were the control variables. The response function used was chosen to minimize the difference in percentage of volatile matter with the ASTM characterization. The relative accuracy of the method was demonstrated by determination of the volatile matter contents of a number of coals in parallel with the ASTM certified method. The method is successfully used with biomass samples.