The pyrolysis of three biomass components (hemicellulose, cellulose and lignin) was investigated in both a thermogravimetric analyzer (TGA) and self-designed macro-TGA. Slow and fast pyrolysis experiments were carried out in the macro-TGA. A novel peak analysis-least square method (PA-LSM) was developed to analyze the kinetics. The results showed that a complex pyrolysis reaction could be described by a series of parallel reactions, and each reaction could be described by a Gaussian peak. The kinetic parameters could be calculated via the least square method, and the Gaussian peak could be simulated very well. The slow pyrolysis in the TGA and macro-TGA is different, because of the heat transfer process. The pyrolysis and fast pyrolysis in macro-TGA also had considerable differences.