In this study, oil palm biomass such as empty fruit bunch (EFP) and palm kernel shell (PKS) was used as raw materials for making pellets. EFB and PKS are valuable lignocellulosic biomass that can be used for various purposes. If EFB and PKS are used as alternative raw materials for making pellets instead of wood, wood could be saved for making pulps or other value-added products. In order to explore their combustion characteristics, EFB and PKS were analyzed using thermal gravimetric analyzer (TGA) with ultimate and proximate analyses. From the TGA results, thermal decomposition of EFB and PKS occurred in the range of 280 to $400^{circ}C$ through devolatilization and combustion of fixed carbon. After $400^{circ}C$, their combustion were stabilized with combustion of residual lignin and char. PKS contained more fixed carbons and less ash contents than EFB, which indicated that PKS could be more active in combustion than EFB.