The mechanism of thermal degradation of poly(furfuryl alcohol) (PFA) deposited on the MCM-48 mesoporous silica was studied. The behaviour of the thin PFA film homogeneously dispersed on the silica surface (the material with the real PFA/MCM-48 mass ratio of 0.06) was compared to that of the 3D structure of PFA completely filling the MCM-48 channels (the material with the real PFA/MCM-48 mass ratio of 1.02). The progress of decomposition was controlled by thermogravimetry accompanied by infrared spectroscopy providing information on the composition of gaseous products evolved during the sample degradation. The thermal treatment of PFA/MCM-48 composites at various temperatures in the range of 523–1323 K enabled us to synthesize two series of PFA-derived carbon adsorbents: (1) containing the degraded PFA film supported on the mesoporous silica and (2) CMK-1 type carbon replicas, which were obtained by leaching of SiO2 from the PFA/MCM-48 composite after the previous pyrolysis. The structural and textural properties of these materials were determined by powder X-ray diffraction, DRIFT spectroscopy and low-temperature nitrogen adsorption. Furthermore, the samples were tested as adsorbents of different volatile organic compounds (VOCs). The PFA/MCM-48 materials showed the high adsorption capacity only in the removal of polar molecules, whereas CMK-1 was effective in the elimination of linear alkanes and aromatic VOCs as well.