Coal devolatilization, as first step in thermochemical processes involving solid fuels, has been targeted in plenty of CFD investigations: despite the variety of models that were developed to define the rate of the process and the amount of volatile matter released, not all of them are suitable for CFD simulations of large-scale coal combustors. Empirical models ensure both simplicity and feasibility, but not full reliability for all coal types and operating conditions. CFD modeling results for coal conversion during devolatilization in an entrained flow reactor and oxy-conditions are presented and compared to experimental data. A benchmark assessment of one-step models on the accuracy of the volatile yield prediction is then performed. It is shown that the heating rate strongly influences the devolatilization process and its modeling, not only in terms of rate but also in terms of yield, which differs significantly from the proximate analysis value. Furthermore, this indicates the need for a model able to predict the variation of coal volatile yield with temperature and heating rate, in addition to the kinetic model.