Traditional ash fusion behavior is described by four characterization temperatures determined by shape of variation ash cone, cylinder, or cubes. The results by thermomechanical analysis (TMA) describe the whole fusion process, which supports the better understanding of the ash fusion process. However, the interaction between slags and the crucible at high temperatures is the key factor on the accuracy of the TMA measurement. In this work, the influence of the interaction between slags and different crucible materials, including platinum (Pt), alumina (Al2O3), zirconia (ZrO2), graphite (C), and molybdenum (Mo), on TMA results and its mechanism was investigated. The slag-crucible interaction includes diffusion and reaction mechanisms, and the interaction with Al2O3 and ZrO2 crucibles is controlled by the diffusion process of slags into the crucible wall. The Al2O3 crucible is as stable as Pt and has no obvious effect on the ash fusion process as a result of its compact structure and stable crystal form. The ZrO2 crucible becomes porous during heating and cooling as a result of crystal transition, which results in the penetration of melted slags into the crucible. ZrO2 can also diffuse into slags, and the diffusion rate is enhanced by sodium in slags. Both C and Mo crucibles are reactive with iron-containing slags; the interaction with the C crucible is related to the iron content of ashes; and the interaction with the Mo crucible is accelerated by the basic oxides (e.g., Na2O, CaO, and Fe2O3) in coal ashes. To obtain an accurate result of ash fusion behavior by TMA, especially for ashes with high basic oxide contents, the Al2O3 crucible is strongly recommended to avoid the slag-crucible interaction.