In order to clarify the part of thermal properties of coal fly ash, the change of mineral compositions of the heated coal fly ash was investigated by XRD, TG - DTA and SEM. It was found that the mineral composition of coal fly ash was quartz, mullite and glassy phase ( a b. 20 ~ 25 wt % ), and had no difference in the range of 105 to $1000^{circ}C $. Only in the case of Ansan coal fly ash, calcite was detected besides the crystalline of quartz and mullite. And anorthite was produced by the reaction between thermal- decomposed calcite, quartz and $Al_2O_3$component in the glassy phase at $1200^{circ}C $.