Wheat straw produced annually in the Shaanxi Guanzhong region is a potential biomass feedstock for the production of transportation fuels and specialized chemicals through combustion, pyrolysis, or gasification. In this work, the pyrolytic characteristics, evolved gas products, and kinetics of Guanzhong wheat straw and its components were first investigated with a thermogravimetry-Fourier infrared spectroscopy (TG-FTIR) system. A comparative kinetic study was conducted using different model-free methods of Flynn-Wall-Ozawa (FWO), Kissinger-Akahira-Sunose (KAS), Kissinger, and the Coats-Redfern methods. The main pyrolysis products identified by FTIR include H2O, CH4, CO2, and CO as well as aromatics, acids, ketones, and aldehydes. Kinetic results showed that the pyrolytic apparent activation energy of the straw is approximately 200 kJ/mol obtained via FWO and KAS methods at the conversion range of 0.4 to 0.75, which was 30 kJ/mol higher than the value 171.1 kJ/mol obtained by the Kissinger method. The apparent activation energy of cellulose in its main pyrolysis region is 135.5 kJ/mol and is about three times larger than that of hemicellulose (49.5 kJ/mol). The apparent activation energy of lignin at the temperature range of 45 to 116 °C was 34.5 kJ/mol, while that value at the temperature range of 120 to 252 °C was 6.64 kJ/mol.