In order to construct a coal pyrolysis HCN gas concentration detection system based on thermogravimetry-tunable diode laser absorption spectroscopy (TG-TDLAS) technology, and improve the stability and sensitivity of the system by combining wavelength modulation technology. In this paper, we take advantage of the characteristics of HCN with high absorption intensity at wavelength 1531 nm and less interference by common gases in the atmosphere, the HCN concentration information is obtained by second harmonic signal processing. A high-precision flow controller is used to obtain HCN from 5×10^-6 mol/mol to 20×10^-6 mol/mol using a 99% standard nitrogen dilution ratio, and the measurement data is calibrated. The experimental results show that the linear correlation coefficient R₂ of HCN reaches 0.9978. Then, the effects of different coal types, heating rate, and coal particle size on pyrolysis are discussed, as well as the relationship between the coal samples’ weight loss rate and the amount of HCN concentration released. The release characteristics of HCN and the nonisothermal pyrolysis kinetics in the volatile matter of three coal types with different coalification degrees are analyzed. A pyrolysis kinetic model was established by dividing the pyrolysis temperature stages, and the activation energy and frequency factors of varying coal types at different heating rates are calculated. The results show that the HCN emission is closely related to the degree of coalification and nitrogen content of coal types. The lower the degree of coalification, the higher the nitrogen content and the more HCN emitted. Under the fixed pyrolysis final temperature, an increase in the heating rate will increase the amount of HCN released. With the decrease in coal particle size, the time of HCN release from the pyrolysis reaction will be delayed, and the HCN concentration will decrease. There was a different correspondence between the release of HCN concentration and the coal samples’ weight loss rate in different pyrolysis stages. The more intense the pyrolysis reaction, the greater the proportion of HCN concentration released to the coal samples’ weight loss rate. This study provides an important experimental basis for further evaluation of the toxicity of HCN during coal pyrolysis reactions.