Zhundong coalfield is one of the superhuge coalfields newly discovered in Xinjiang Autonomous Region of China. While many studies on alkali metals in coal/biomass have been reported previously, few efforts were conducted on Zhundong coals which are characterized by a high content of sodium. It is challenging to explore the ash deposition problems related to Zhundong coals directly using existing findings on the behavior of alkali metals. The occurrence mode and transformation of alkali metals during thermal conversion of Zhundong coals could be quite different. Specific investigation on sodium transformation during pyrolysis of Zhundong coals will make a contribution to our understanding on the fate and behavior of alkali metals involved in high-sodium coals. Here, the release and transformation fundamentals of sodium during pyrolysis of two Zhundong bituminous coals were investigated using an experimental approach of sequential chemical extraction. The sodium volatilization and evolution of occurrence modes in chars of Zhundong coal were probed in a laboratory-scale reactor. The occurrence of alkali metals in Zhundong coals greatly differs from those in other coals of China. Water-soluble sodium is the predominant chemical form in Zhundong coals. Most of the water-soluble sodium is released into gas phase as a volatile during pyrolysis and part of the remainder is converted into an insoluble form, but the release of sodium is not always synchronous with volatility. The release behavior of sodium demonstrates a nonmonotonic variation with the particle size of the coal while the effect of particle size includes many factors resulting in the challenge of demonstrating its individual contribution to sodium release. The duration time has an insignificant effect on volatile release and sodium transformation at low temperature, while it has an obvious influence at high temperature or in the initial stage of pyrolysis. With the extension of duration time at high temperature, no more sodium is obviously released from the residual chars of Zhundong coal but more water-soluble sodium will still transform into insoluble form. During the devolatilization of Zhundong coals under CO2 atmosphere, the release of sodium and its conversion into insoluble form will be inhibited compared to that under N-2 condition.