Chemically evaluating the state of preservation of archaeological wood in the presence of consolidating agents, such as polyethylene glycol (PEG), can be challenging. Interpreting the results obtained by the most commonly used single-shot pyrolysis method coupled with gas chromatography and mass spectrometry with in situ silylation (Py(HMDS)-GC/MS) is complicated, since both wood and PEG pyrolysis products are produced and poorly separated by GC. Two new approaches based on analytical pyrolysis are here applied for the first time to consolidated archaeological wood in order to obtain information on both the degraded wood and the consolidating material. Evolved gas analysis mass spectrometry (EGA-MS) provided information on the thermal stability of the materials, as well as on the distribution of the pyrolysis products. The results showed that, for some archaeological wood samples, wood and PEG can be thermally separated. A double-shot Py(HMDS)-GC/MS procedure was also tested and the pyrolysis temperatures for the two shots were chosen on the basis of EGA-MS results. The pyrolysis products of wood and PEG were separated into two different pyrograms. In some cases, the combination of EGA-MS and double-shot Py(HMDS)-GC/MS provided more detailed information on the material degradation compared to single-shot Py(HMDS)-GC/MS.