Pyrolysis is increasingly used for raw biomass conversion. In this study, the effects of rod-milling pretreatment (RMP) on the physicochemical properties and pyrolysis characteristics of wheat straw (WS) was found. The mechanism behind these changes was further analyzed. RMP appreciably reduced the particle size and cellulose crystallinity, and increased the specific surface area and pore volume of WS. Under RMP, with an increasing conversion rate alpha, the activation energy E was expressed as a para-curve, whereas it was expressed as a tangent curve for samples that underwent hammer-milling pretreatment (HMP). At the same alpha, the thermal degradation temperature for RMP was lower than that for HMP. The E value clearly decreased with RMP, and increased following a wave-like pattern with increased rod-milling strength (RMS). The lowest E value (118.69 or 108.97 kJ/mol) was obtained with a milling time of 60 min. Hence, RMP is an environmental-friendly and effective method for improving the efficiency of pyrolysis.