Thermal gravimetric (TG) analysis was conducted to compare the fundamental pyrolytic behaviors between the lignocellulose fermentation residue (LFR) and three other biomass raw materials. It was found that the TG weight loss curve of LFR appeared very close to the curve of acidified alkaline lignin (AAL), but different to the material of dried distillers grains with solubles (DDGS, also a fermentation residue but obtained from liquor producing process). Pyrolysis of LFR by fixed-bed micro reactor in the range of 430 °C–700 °C was carried out. It was found that the liquid yield had a maximum value at the pyrolytic temperature of 475 °C. The oil phase of the liquid was mainly composed of phenols, and the content of dimethyl phenol and fatty acids decreased with increasing pyrolytic temperature. In the aqueous liquid, besides the most abundant phenol derivatives, small acids and nitrogen containing compounds appeared more.