The thermal decompositions of dehydrated or anhydrous bivalent transition metal (Mn, Fe, Co, Ni, Cu, Zn, Cd) and alkali rare metal (Mg, Ca, Sr, Ba) methanesulfonates were studied by TG/DTG, IR and XRD techniques in dynamic Air at 250–850 °C. The initial decomposition temperatures were calculated from TG curves for each compound, which show the onsets of mass loss of methanesulfonates were above 400 °C. For transition metal methanesulfonates, the pyrolysis products at 850 °C were metal oxides. For alkali rare metal methanesulfonates, the pyrolysis products at 850 °C of Sr and Ba methanesulfonates were sulphates, while those of Mg and Ca methanesulfonate were mixtures of sulphate and oxide.