The pyrolysis characteristics and kinetics of sewage sludge for different sizes (d < 0.25 mm, 0.25 mm < d < 0.83 mm, and d > 0.83 mm) and heating rates (5, 20, and 35 °C/min) were investigated in this article. The STA 409 was utilized for the sewage sludge thermogravimetric analysis. FTIR analysis was employed to study the functional groups and intermediates during the process of pyrolysis. Meanwhile, a new method was developed to calculate pyrolysis kinetic parameters (activated energy E, the frequency factor A, and reaction order n) with surface fitting tool in software MATLAB. The results show that all the TG curves are divided into three stages: evaporation temperature range (180–220 °C), main decomposition temperature range (220–650 °C), and final decomposition temperature range (650–780 °C). The sewage sludge of d < 0.25 mm obtains the largest total mass loss, especially at the heating rate of 5 °C/min. By FTIR analysis, the functional groups including NH, C–H, C=C, etc., are all found in the sewage sludge. There is a comparison between the FTIR spectra of sludge heated to 350 °C (temperature associated to maximum devolatilization rate in the second stage) and the FTIR spectra of sludge heated to 730 °C (temperature associated to maximum devolatilization rate in the third stage). In the second stage, the alcohols, ammonia, and carboxylic acid in the sludge have been mostly decomposed into gases, and only a little bit of compounds containing CH and OH of COOH exist. The pyrolysis kinetic parameters of second stage are as follows: the reaction orders are in the range of 1.6–1.8 and the activation energy is about 45 kJ/mol. The frequency factor increases with the increase of heating rate and sewage sludge size.