Pyrolysis experiments between 25 and 800 degrees C for three main components (cellulose, hemicellulose, and lignin) mixed in different proportions were conducted on a thermogravimetric analyzer (TGA) and pyrolysis-gas chromatography/mass spectrometer (Py-GC/MS). The interactions between the three main components during the pyrolysis of biomass were explored from two aspects, namely thermogravimetric properties and pyrolysis products. The results indicate that interactions existed among the three biomass components in the co-pyrolysis process. The presence of lignin significantly reduces the pyrolysis rate of cellulose and inhibits the formation of sugars (mainly levoglucosan) in the pyrolysis of cellulose and hemicellulose. However, the existence of cellulose or hemicellulose greatly promotes the pyrolysis of lignin to produce phenolic compounds. This finding is meaningful for the application of biomass pyrolysis.