•Thermal analysis of coal, biomass and sewage sludge were studied.•Biomass and sewage sludge are good candidates for co-combustion with coal.•Exhaust gases emitted during combustion were analysed by mass spectrometry.•TGA and MS techniques are very useful tool for the investigation combustion process. The main aim of the paper was presentation of TG, DTG, and DTA results on the combustion of two different biomasses, sewage sludge and coal and their co-combustion when the biomass and sludge are mixed with coal. The products of the combustion were identified by mass spectrometry and the composition of ash of the fuels evaluated. Thermal analysis has been generally used to characterise the thermal decomposition of biomass, coal and, more recently, sewage sludge. Thermogravimetric analysis is the easiest and the most effective technique to observe the combustion profile of a fuel. The advantage of this analysis is its rapid assessment of the fuel value, the temperatures at which combustion starts and ends and other characteristics, such as maximum reactivity temperature, ash amount and total combustion time. The materials were characterised in terms of their proximate and ultimate analysis and calorific value. The performed investigation of studied fuels combustion and gas composition analysis from TG/DTG and MS experiments have confirmed the variety of their combustion behaviour. The most important results focus on the temperature of maximum weight loss rate and the effect of heating rate. The temperature of maximum weight loss rate were dissimilar (DTG profiles) for studied fuels and the effect of heating rate significantly influenced the TG/DTG curves profiles, too. The co-combustion of coal and sewage sludge or biomass results have shown that coal can be burned with biomass and sewage sludge beneficially.