Abstract A novel concentrating photothermal reactor with the ultrafast heating rate at around 1800 °C/min was developed to study the effects of CO2 and H2O on coal pyrolysis for oxy-fuel combustion. The mass loss rate with the ultrafast heating rate increased by several decuples than that with the slow heating rate. Coal pyrolysis process with the ultrafast heating rate was promoted by CO2 within 50% concentration but inhibited for a further higher concentration (70%). The addition of H2O into 30% CO2 exhibited a continuous positive role in coal pyrolysis with the ultrafast heating rate. Different from the satisfied prediction of chemical reaction models with the slow heating rates, diffusion models were of higher correlation coefficients for the ultrafast-heating pyrolysis process. The correction factors for CO2 and H2O were determined accordingly, and the modified three-dimensional diffusion mechanism model based on Jander equation (D3 model) well described the ultrafast-heating coal pyrolysis process.