This study presents the experimental results of the mechanical and thermophysical properties of wood pellet samples important for their utilization in pellet stoves and boilers for heat production. The impact of operational parameters during the production process on a single pelletizer unit for three typical domestic commercial wood pellet samples (PWP110, BWP110, and BWP140) on fuel particle mechanical characteristics and related thermal properties was analyzed. It was concluded that the changes in raw material selection, as well as related operating parameters (extrusion length, i.e., die temperature during production process), have influenced the key mechanical and thermal characteristics of tested commercial wood pellets. The presented results have indicated the existence of a thin solid layer (due to waxes and subsequently lignin coating layer behaviors depending on their glass transition temperatures) on the surface of the BWP140 pellet sample. This layer leads to increasing the thermal resistance in the considered sample which can be explained by decreasing the effective thermal conductivity. Also, the forming of this layer on the surface of the wood pellet sample was caused by the production process (high-temperature impact explained by increasing friction between the die and feedstock during pellets production). It could be related to a lower value of effective thermal conductivity and specific heat capacity for considered (Beech) wood pellet sample.