Waste polymers co-conversion is an attractive way to dispose of and convert polymer into high value fuel apart from having environmental-friendly advantages. Preliminary studies during pyrolysis and co-pyrolysis of Malaysian sub-bituminous coal, waste High Density Polyethylene (HDPE) and coal/waste HDPE blends have been performed via Thermogravimetry Analysis (TGA apparatus). The tests were carried out in nitrogen atmosphere, under dynamic conditions at a heating rate of 10oC/min. The coal/waste HDPE blends were prepared in the weight ratios of 80:20, 60:40 40:60 and 20:80. The results showed that the thermal decomposition of the materials can be characterized by single reaction stage both for single and blended fuels between a temperature range of 300-530oC. Overlapping DTG curves, the comparison between experimental and theoretical devolatilization rate and deviation in char yield, suggests that the existence of possible synergistic effect for blended fuels are caused by chemical interactions. An increase in reactivity is observed with increasing HDPE blend ratio which is primarily due to the release of high amount of volatiles in the waste polymer. It was suggested that the degradation of polymer waste in the blends form radicals that abstracted hydrogen from coal and resulted in less char being produced.