An experiment of pyrolysis process of diesel/methanol (M0/5/15) combustion particulate in oxygen was conducted by using the thermogravimetry/difference synchronization analyzer. According to the experiment data, the pyrolysis process, ignition point temperature and burnout characteristic index were calculated. The results showed that the volatile components of diesel/methanol combustion particulate were decreased and the quality of the fixed carbon particles were increased. The peak of pyrolysis rate in the first temperature interval was decreased and increased in the second temperature interval. The activation energy of the particles was reduced, and the pyrolysis performance was enhanced. The ignition point temperature was reduced, and the burning characteristic index and burnout characteristic index were increased. The combustion efficiency of particles were improved with the increase of methanol mixing proportion.