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Special attention was drawn to the heavy metals contained in coal, due to it will cause harm to the environment during coal processing and utilization. The sequential chemical extraction of Shanxi coal (SX coal) and Wulanchabu coal (WLCB coal) was carried out to investigate the distribution of arsenic (As) in coals. Two raw coals were pyrolyzed at 300–900 °C in horizontal tubular furnace to investigate release behavior of As during pyrolysis process. The results showed that As in SX coal mainly existed in aluminosilicate-bound state (40.25%) and disulfide-bound state (32.51%), followed by carbonate-bound state and organic-bound state. The As in WLCB coal mainly existed in aluminosilicate-bound state (62.50%), followed by disulfide-bound state (19.10%). The As contents of water-soluble, ion-exchange and residue states in the two coals were less than others. The modes of occurrence of As had great influence on its volatilization behavior. As in organic part was easy to volatilize at low temperature. Sulfide-bound state would escape with the decomposition of pyrite. Because SX coal contained higher organic state and sulfide-bound state, the volatilization rate of As was higher than WLCB coal at any temperature, and the difference was more obvious at low temperature. In addition, FactSage simulation value was basically consistent with the experimental value. [ABSTRACT FROM AUTHOR]