Several oil and gas fields have been found in which oil and gas were mainly derived from the Jurassic coaly source rocks in the Junggar Basin, northwest China. Pyrolysis experiments were performed on two coals (J23C1 and FM1C2) and one type III kerogen of mudstone (Di9S1) from Jurassic strata in the basin at two heating rates of 20 and 2 C/h in confined systems (gold capsules). Hydrogen indices and H/C atomic ratios of the three samples J23C1, FM1C2, and Di9S1 are 83, 197, and 226 mg/g TOC, and 0.70, 0.86, and 1.01, respectively. The measured maximum oil yields for the three samples are 59.37, 175.75, and 80.75 mg/g TOC, respectively, inconsistent with hydrogen indices and H/C atomic ratios. However, the measured maximum gas yields (Sigma C-15) for the three samples are 90.69, 157.24, and 198.15 mg/g TOC, respectively, consistent with hydrogen indices and H/C atomic ratios. This result is interpreted by kerogen Di9S1 containing mainly crossed alkane moieties with both terminals attached to aromatic rings while coals J23C1 and FM1C2 contain mainly alkane moieties with only one terminal attached to an aromatic ring based on kerogen C-13 NMR spectra and the oil yield relative to gas yield and compositions of liquid components produced in confined pyrolysis. The crossed alkane moieties were hardly released as liquid alkanes but likely further cracked into gaseous components during pyrolysis. Jurassic strata contain some effective oil source rocks which produced enough amount of oil required for oil expulsion and formation of commercial oil reservoirs in oil generative window (Ro 0.61.35%). The amounts of gaseous hydrocarbons generated from the Jurassic coaly source rocks are generally low in oil generative window due to low transformation ratios. Elevated maturity (Ro > 1.35%) is a critical controlling factor to the Jurassic coaly source rocks generating sufficient gaseous hydrocarbons and forming commercial gas reservoirs.