Thermal conversion of bituminous coal containing 5% by weight of copper nitrate (Cu(NO3)2) initiation additive which was applied by incipient wetness impregnation and mechanical activation has been studied. The experiment was conducted by thermogravimetric analysis at a heating rate of 2.5°C/min up to a maximum temperature of 600°C. Inert gas nitrogen with a flow rate of 60 ml/min was used as a medium. The beginning of the volatile compounds sublimation in modified samples occurs earlier in comparison with the reference samples regardless of the method of Cu(NO3)2 additive application to the coal sample. The essential difference in the thermal decomposition of the researched samples modified by various methods is stages of the process. Decomposition of copper nitrate is accompanied with the beginning of volatile compounds sublimation (in the case of an application by an incipient wetness impregnation) or their sequential release after decomposition of the coarse additive (in the case of mechanical activation). According to the BET analysis, it has been established that the change in the temperature of volatile compounds release δtd is in direct correlation with the pore volume of the modified sample particles.