A fully transient and coupled kinetic, heat-transfer model is proposed to predict the pyrolysis behavior of a large coal particle. The model incorporates kinetics, internal convection because of volatile flow, conduction, external convection and radiation, variation in porosity and thermophysical properties, and changing particle size. The implicit Euler method is used to solve the kinetic model, while an implicit finite volume method (FVM) with a tridiagonal matrix algorithm (TDMA) is employed to solve the heat-transfer model equation. A general-purpose Fortran program is developed to solve the model equations. Experimental studies on mass loss and temperature profiles during pyrolysis are carried out for large coal particles in an isothermal mass-loss apparatus in the presence of nitrogen. Scanning electron microscope (SEM) images are used to explore the evolution of the structure of the coal/char. The swelling history is also investigated. The model predictions for coal temperature and fractional volatile loss are found in very fair agreement with the experimental results of the present authors, Fu et al. (Fu, W.; Zhang, Y.; Han, H.; Duan, Y. A study on devolatilization of large coal particles. Combust. Flame 1987, 70, 253-266), and Adesanys and Pham [Adesanya, B. A.; Pham, H. N. Mathematical modelling of devolatilization of a large coal particle in a convective environment. Fuel 1995, 74 (6), 896-902]. Finally, the effects of the temperature, particle swelling and shrinkage on the pyrolysis time, and loss of volatiles are analyzed through model simulation.