The transient model on fast pyrolysis and combustion of single coal particle is developed, taking into consideration the various pyrolysis products containing tar, the heat transfer, the mass transfer, and the chemical reactions. The findings of this study are shown as follows: the single particle ignition of anthracite begins from volatiles at high temperature; the volatile flame gradually parts from the particle surface due to the increasing intense combustion of volatiles and the oxygen diffusion restriction, especially for the smaller particle, the flame of which could reach a position departing from the coal center by about 20 times radius of the coal; the char combustion is governed by the surface oxidation reaction after the volatile release completion, because the CO from the char surface oxidation has been ignited and the flame has returned to the char surface; then the char combustion begins to be governed by the char surface reduction reaction because the oxygen near the char surface is consumed sharply by the CO flame, which then leaves char surface and reaches a position departing from the char center by about 2 times radius of the char; after that the CO combustion weakens gradually with the decreasing char size, and the surface oxidation begins to dominate the surface reaction again; meanwhile, generally the highest combustion temperature increases greatly and the burnout time shortens with the increase of ambient oxygen content; in air, the variation laws of the particle temperatures only change slightly and the highest combustion temperatures all approximate with the increasing coal size; in the meantime, the burnout time of bigger coal particle shortens due to the more obvious heat transfer from the gaseous flame to solid phase.