The thermogravimetry (TG) and pyrolysis-gas chromatography-mass spectrometry (Py-GC/MS) were used to analyze the thermal behavior of three tobacco materials, including typical center heated (A), circumferential heated (B) and traditional cigarette (C). Results showed as follows. ① The thermal mass loss of the two types of heated tobacco materials could be divided into 3 stages, and the main thermal mass loss stage was 242~350 ℃; the traditional cigarette tobacco material thermal mass loss could be divided into 4 stages, and the main mass loss stage was 381~534 ℃. Compared with traditional cigarettes, the mass loss peaks of heated cigarettes were wider and the mass loss rate was slower. ② With the pyrolysis temperature increased, the types and numbers of compounds by detected was gradually increased in three tobacco materials. The glycerin and propylene glycol had higher release amounts at stage 2, cigarette sample A contained 8.96% of glycerol and 5.38% of propylene glycol. However, 24.65% of glycerol and 13.82% of propylene glycol were found in sample B. There were 25.09% of glycerin and 11.23% of propylene glycol in sample C. The release of nicotine in heated cigarette showed a trend of first decrease, then increase, and final decrease with temperature increased. The release amount reached the peak at stage 1 with sample A at 84.50% and sample B at 91.82%, respectively. However, the traditional cigarette nicotine release showed a gradual decreasing trend, and the release amount reached a peak of 71.41% at stage 1. ③ The release of the main pyrolysis products of heated cigarettes reached its peak at stage 1, and that of traditional cigarettes reached its peak at stage 2. The aroma components of two different heated cigarettes had higher release amounts and were stable at stages 3 and 4.