Persistent free radicals (PFRs) may cause negative impacts to human health and the environment because of the induced reactive oxygen species. We expect that PFRs could be generated in the condensable volatiles formed during lignocellulose biomass pyrolysis. Elucidating the structural origin and the formation mechanism of PFRs is important for an in-depth understanding of air pollutants from the pyrolysis or combustion of lignocellulose biomass. This work selected rice straw and pine sawdust to represent agricultural and forest biomass residues. The pyrolysis mechanism, volatile components, and PFR generation were discussed based on the analysis of thermogravimetry-Fourier transform infrared spectroscopy-mass spectrometry (MS), pyrolysis-gas chromatography/MS, and electron spin resonance (ESR). Levoglucosan, furans, and 2-methoxyphenols were the main pyrolytic compounds for cellulose (CL), hemicellulose (HC), and lignin (LG), respectively. Obvious ESR signals were detected in the condensable volatiles of LG, while no ESR signals were detected for those of CL and HC. Higher ESR signals were detected in lignocellulose with a higher content of LG. Therefore, LG was the main structural basis to generate PFRs in lignocellulose condensable volatiles, mostly attributed to the methoxyphenol components. This study provides useful information regarding the generation mechanisms of and the structures related to PFRs, which is essential to understand the risks of lignocellulose pyrolytic volatiles.