Mass spectrometry (MS) is extensively used for the detection of products originated from degradation processes. Most papers concerning thermal degradation of polymeric materials are based on traditional MS methods, such as pyrolysis-gas chromatography/mass spectrometry (Py-GC/MS) and direct pyrolysis mass spectrometry (DPMS). These analyses are based on the estimation of the volatile compounds evolved from pyrolytic reactions. They can be helpful for comparisons of the relative thermal stability, the effects of additives, studies of degradation kinetics, and to propose a degradation mechanism. However, these techniques fail to provide a direct observation of the chemical changes occurring during degradation on a molecular level within the polymer backbone. The more recent MS methods, especially matrix-assisted laser desorption ionisation mass spectrometry (MALDI-MS), revealed great potential in highlighting degradation pathways, since they provide the opportunity to explore the finest structural details. This chapter provides an overview of the MS analytical tools used to investigate thermal degradation mechanisms in macromolecules, trying to answer the crucial question one might ask “Why employ MS techniques for thermal degradation studies of polymeric materials?”