The invention relates to a pyrolysis experiment device and a pyrolysis method thereof; the pyrolysis experiment device mainly comprises a quartz boat, a pyrolysis tube, a volatiles collection tube, aheating portion, a cooling portion, a pressure measuring portion, and a vacuum pump; a sample under test is arranged in the quartz boat, and the quartz boat is arranged in the pyrolysis tube; the volatiles collection tube is connected with the pyrolysis tube; part of the pyrolysis is disposed in the heating portion, and the volatiles collection tube is disposed in the cooling portion and is connected with the pressure measuring portion. Before pyrolysis, a system composed of the quartz boat, the pyrolysis tube, the volatiles collection tube and the pressure measuring portion is vacuumized andsealed; during pyrolysis, volatiles escape quickly out of a sample layer and the pyrolysis tube in a nearly vacuum environment and then enter the volatiles collection tube for being condensed; after pyrolysis, the pyrolysis experiment device is restored to the normal temperature, and gas, liquid and solid products can be collected separately for study. The pyrolysis experiment device and the pyrolysis method thereof have the advantages that the volatiles may be engaged in fewer secondary reactions, the three phases of product are fully separated and collected, and the pyrolysis experiment device is simple in composition and simple to operate.