The development of a captive sample microreactor, its integration into a video microscopy system, and its use for studies on coal pyrolysis are presented. The reactor can operate as a high‐temperature microscope hot stage allowing for direct viewing of the pyrolysis process under an optical microscope equipped with a video camera. By using a microcomputer and specialized video equipment, process information such as elapsed time and reactor temperature are superimposed in alphanumeric form on the video signal. Complete histories of fast experiments can thus be stored on videotape for postprocessing and analysis of transient phenomena. The reactor is controlled via a microcomputer with custom‐built analog interfaces. A digital algorithm combining internal model control and feedback control is implemented for accurate programming of the reactor temperature. Heating rates as high as 1000 °C/s can be achieved with good reproducibility. Some experimental results are presented to outline the capabilities of the apparatus and to suggest other potential applications.