The new process 'coal gangue/fly ash – HNO3 pressure leaching (NAPL) –low-temperature pyrolysis' was proposed by our team, which aimed to achieve the transformation of coal-based solid wastes from harmless to Al resource. For cost control, the regeneration of HNO3 at a low cost was crucial for the process. Following NAPL of coal gangue and fly ash, massive amounts of Al(NO3)3·9 H2O were collected, with a decomposition temperature as low as 523 K. The energy consumption for low-temperature pyrolysis could be supplied by the combustion of residual carbon (6.96 wt%) during the thermal activity of coal gangue, allowing HNO3 to be regenerated and recycled without extra heat supply. However, little research has been done on the pyrolysis behavior and kinetics of Al(NO3)3·9 H2O, which was examined in this study. The pyrolysis characteristics of Al(NO3)3·9 H2O were assessed by TG-DSC analysis. Further experiments and XRD/FTIR/MS analysis revealed that phase evolution of Al(NO3)3·9 H2O followed the sequence of Al(NO3)3·9 H2O→ Al(NO3)3·nH2O→ Al(NO3)3·3Al(OH)3·5/2 H2O→ AlOOH→ Al2O3. Subsequently, the thermodynamic (∆G, ∆H, ∆S) and kinetic (Ea, A) parameters were calculated based on the thermogravimetric data by the iso-conversional methods. And the mechanism models and functions were identified via the Malek method. Finally, the economic evaluation of pyrolysis indicated that 5.04 × 10–3 Nm3 of natural gas was consumed during pyrolysis of one mole Al(NO3)3·9 H2O, equivalent to 44.33 $ per ton of Al2O3. As a basic research of Al(NO3)3·9 H2O pyrolysis, this paper enhances related theories of the NAPL process.