A thermogravimetric analysis (TG) was conducted to study the thermal decomposition behavior and kinetics of composites from coal and high density polyethylene (HDPE), linear low density polyethylene (LLDPE) or low density polyethylene (LDPE). The results show that coal facilitates melting of the polyethylene before temperatures reach 700 K in nitrogen due to the exothermic effect of coal. Above 700 K, adding coal into the polyethylene will result in smaller maximum rates of mass loss and higher initial mass loss temperatures of the composites. Hence, some chemical interactions, occurring between liquid compounds released in the pyrolysis of the coal and polymer, depend on several factors, such as coal rank and the molecular structure of polymers. Synergetic effects in coal and polymers were also found. Both chemical interactions and synergetic effects control the entire thermal decomposition behavior of composites. The larger the amount of coal in the composites, the greater the decomposition temperature spans and the higher the maximum decomposition temperature, the smaller the devolatilization rates. The effect of coal on the thermal stability of composites lies in the hydrogen acceptor effect of the coals. Thermal decomposition of the coals, the polymers and related composites can be modelled via first order parallel reactions between 563 K and 763 K.