Fully nitrated five-membered heterocycles (pyrazoles), polynitropyrazoles in particular, have been actively studied as promising high-energy materials. Polynitropyrazoles have high density and high enthalpy of formation combined with reduced sensitivity to external stimuli. We have studied non-equilibrium processes of thermal decomposition of the first members of high-energy polynitropyrazoles row, i.e., 3,4–dinitropyrazole, 3,5–dinitropyrazole, and 3,4,5-trinitropyrazole, under atmospheric and increased pressures. The use of increased pressure allowed to reduce the influence of evaporation process of 3,5–dinitropyrazole and to determine the temperature and heat effect of its decomposition, which was found to exceed this value for HMX. For the first time evolved gas products were identified for each stage of decomposition. As a result the probable thermal decomposition pathway for the investigated materials was suggested.