Cyclization reaction is a crucial step during the heat treatment process of polyacrylonitrile (PAN)-based carbon fibers (CFs). In this work, in situ infrared spectroscopy and two-dimensional (2D) correlation spectroscopy are employed for the investigation of the cyclization mechanisms of PAN and poly(acrylonitrile-co-ethylenesulfonic acid) [P(AN-co-ESA)] copolymer during different temperature treatments under air atmosphere. The cyclization reaction of PAN was promoted by an acknowledged free radical mechanism. The cyclization reaction of P(AN-co-ESA) copolymer was promoted by an autocatalytic cyclization mechanism. A key step during this process was that the association structures generated by the interaction of hydrogen bond under heat treatment and the bond of S=O change before the cyclization structures composed of C=C and C=N bonds. The new insight about the cyclization mechanism of P(AN-co-ESA) copolymer was verified by Fourier transform infrared spectroscopy and 2D correlation analysis. It is useful for further studies of the comonomer in PAN copolymers as a precursor of CFs.