Coal gangue is an inevitable coal waste from coal mine, which results in serious environmental problems. Oxy-fuel firing of coal waste and biomass waste is an alternative technology for efficient and clean utilization and CO 2 reduction of coal waste. In this study, the oxy-fuel combustion characteristics and interactions of coal gangue and pine sawdust were investigated using thermogravimetric analysis, with a focus on the effect of oxygen concentration on interactions between coal gangue and pine sawdust during oxy-fuel combustion. The oxy-fuel combustion of pine sawdust had two obvious stages, including the release of volatile matter and the combustion of the remaining char, which differed from oxy-fuel combustion of coal gangue with one overlapped stage of devolatilization and char oxidation. Moreover, the addition of pine sawdust could improve the oxy-fuel combustion reactivity of coal gangue. The significant deviations between the experimental derivative thermogravimetric curves and theoretical derivative thermogravimetric curves for the blends indicated that interactions between coal gangue and pine sawdust had occurred in the temperature range of 400–600 °C. The interaction mechanism was primarily thermal effect between coal gangue and pine sawdust during oxy-fuel combustion. The oxygen concentration had a significant effect on the interactions between coal gangue and pine sawdust. The increase of oxygen concentration from 20% to 40% could improve interactions between coal gangue and pine sawdust obviously. However, relative small improvement of interactions was detected between coal gangue and pine sawdust when oxygen concentration was further increased from 60% to 80%. This was related to the difference of rate controlling factor for oxy-fuel combustion reaction under various oxygen concentrations.