Conventionally, the pyrolysis of polyethylene (PE) has been regarded as a typically uncontrollable and sequential random chain scission to produce ethylene monomer at the beginning of the process. We find the controllable unsequential pyrolysis of PE and also successfully realized controlled unsequential pyrolysis of PE. Aimed PE wax with the desired molecular weight range was readily obtained by using controlled unsequential pyrolysis. The molecular weight range of PE wax can be reasonably controlled by designed measures. The relations of the molecular weight range to pyrolysis temperature and time are investigated as well. It has now become feasible to obtain the desired PE wax in a way that is like "cutting" a PE chain.