To explore the effects of mechanical activation methods (ball mill, planetary mill and rod mill) on the oxidation and the spontaneous combustion of pyrite, the kinetic curves of non-activated pyrite and mechanically activated pyrite were created by simultaneous thermal analysis. The structural characteristics and changes of mechanically activated pyrite were investigated by X-ray diffraction and SEM, and the relationship between the mean diameter and the grinding time was obtained by using a laser particle size analyzer. The kinetic model of pyrite and the kinetic parameters were deduced using Bagchi method. The relationship between the kinetic parameters indicates that, pyrite activated by ball milling shows the best thermal stability at the same diameter. By comparing and analyzing the X-ray diffraction patterns, results show that different mechanical activation ways played different roles in structural changes of pyrite.