Experiments were carried out to investigate the rapid pyrolysis of Nei-meng (NM) lignite, Shen-fu (SF) bituminous coal, and Jin-cheng (JS) anthracite with the duration time of 0-500 ms and the temperature of 1173-1773 K using a high-frequency induction furnace. Interest was centered on the primary fragmental characteristics of particles, including the changes of mass loss, particle density, and size distribution, during the pyrolysis. A pair of fragmental parameters, i.e., dimensionless particle diameter delta and particle distribution S-f, was proposed to characterize the fragmentation during the different stages of pyrolysis. The result showed that the pyrolysis progress increases with time and temperature. The fragmentation extent is also positively related to the time and temperature. The progress of primary fragmentation is lignite approximate to bituminous coal > anthracite. However, the particle morphology changes little during the pyrolysis fragmentation. Evidence reveals that major fragmentations of NM and SF occur at the outer zone of the particle and the coarse fragmentation of JS is insignificant compared to the exfoliation.