Biomass derived sugars are expected to play an important role as platform chemicals. Herein, we have shown that in the temperature range of 370 °C to 765 °C of the heat source a constant high sugar yield of ∼70% (C-basis) can be obtained from the fast pyrolysis of Avicel cellulose while producing hardly any gas (<1%) and solid residue (<1% above 450 °C). This opens the opportunity to combine the advantages of thermochemical processes, such as high conversion rates and products not being heavily diluted with water, with an increased value of the product slate. In this paper, firstly the screen-heater used to study the very early stages of cellulose pyrolysis is introduced and characterized. Secondly, yield data as a function of process and pyrolysis conditions are presented and interpreted, also using mathematical models, with respect to chemistry, heat transfer, mass transfer and their interplay. It has been shown that next to heat transfer and the residence time in the vapor phase also the escape rate of products from the reacting particle (mass transfer) is a key process determining the overall mass loss rate and/or the product distribution.