The fast pyrolysis characteristics of cellulose were investigated in a wiremesh reactor, which minimized the secondary reactions between the solid residues and the evolved volatiles during pyrolysis and facilitated the collection of the primary intermediates and volatiles. The main component of the water-soluble intermediates was anhydrooligosaccharides with various degrees of polymerization (DP). The yields of cellotriosan and cellotetraosan in the intermediates were much higher than those of levoglucosan and cellobiosan in the early pyrolysis stage, indicating that the depolymerization of the cellulose chain occurred during a random cleavage process. Anhydro-oligosaccharides with DP up to 3, and partially decomposed sugar-ring-containing oligomers, were identified in the primary volatiles. Among the sugar-ring-containing oligomers, the compound with a relative molecular weight of 222 was considered to be the product of a reverse aldolization reaction. An analysis of the solid residues confirmed the occurrence of intramolecular dehydration during the cellulose pyrolysis.