The structure and thermal decomposition behavior of poly(ether ketone ketone) (PEKK) copolymers were studied in detail. The structure of PEKK was characterized by FT-IR, 1H-NMR and 13C-NMR. The obtained results are consistent with the expected polymer structure. Due to the similar chemical shifts of the hydrogens on the benzene ring of the PEKK, some peaks overlap, thus it is difficult to determine the ratio of terephthaloyl and isophthaloyl (T/I) in the structure by 1H-NMR. Therefore, the T/I ratio in the structure was determined by 13C-NMR. The pyrolysis behavior of PEKK was studied by DSC, TGA and TG-IR-GC/MS. With the prolongation of high-temperature treatment time, the polymer is cross-linked, so the crystallinity and melting point decrease, and the glass transition temperature increases. Regardless of the ratio of T/I, the 5% mass loss temperature of PEKK copolymer is between 559~565 °C, and it still has a high residual carbon content at 800 °C, which indicates that the PEKK copolymer has the good thermal stability. Finally, the thermal decomposition products and decomposition mechanism were explored.