Three kinds of pyridine-insoluble fractions (PI) of coal extracts with different solubility in NMP were obtained. Original PI (PI-0), which was obtained by pyridine fractionation of Upper Freeport (UF) coal extracts with carbon disulfide/N-methyl-2-pyrrolidinone (CS2/NMP) mixed solvent (1:1 by volume), has 53 wt % of solubility in NMP at room temperature. By the addition of a small amount of tetrabutylammonium acetate (TBAA), PI-0 became almost completely soluble in NMP. PI-1 was obtained by the removal of NMP and TBAA from PI-0 solution in NMP containing TBAA, and it has 98 wt % of solubility in NMP. While, PI-2 was obtained from the solvent removal of PI-1 solution in NMP without TBAA, and it has 48 wt % of solublility in NMP. Differential scanning calorimetry (DSC) and thermomechanical analysis (TMA) were employed to characterize the aggregation states of these three solid PIs. The results confirm that the difference in the solubilities of the three PIs was attributed to their different aggregation states. PI-1 has a less aggregated structure compared to PI-0 or PI-2, because it was obtained by the evaporation of NMP with TBAA, which acts as an inhibitor of the aggregation of coal molecules.