Sewage sludge is an important source of introducing microplastics into the environment, and thus, effective mitigation of microplastics in the sludge is in urgent need. Herein, the effect of pyrolysis on microplastics reduction in sewage sludge was investigated through a lab-scale study. The micro-Raman analysis showed that the microplastics concentrations in sludge residues decreased significantly from 550.8 to 960.9 particles/g to 1.4–2.3 particles/g with the pyrolysis temperature increasing to 500 °C, and no tiny (10–50 μm) microplastics remained. Polyethylene and polypropylene, the two most abundant microplastics in sewage sludge, were entirely degraded when the pyrolysis temperature reached 450 °C. However, during the pyrolysis process, new plastic polymers could be produced through the reaction between original microplastics with organics in sludge, and heavy metals in sludge can also be combined. Moreover, scanning electron microscopy analysis of spiked microplastics showed that incomplete pyrolysis at low temperatures could result in rough surface morphology of microplastics, making it more readily to adsorb contaminants. Overall, the results of this study provide the first insight into the effectiveness of microplastics control in sewage sludge through pyrolysis, but to avoid potential environmental risks induced by incomplete pyrolysis, a pyrolysis temperature of 450 °C should be reached at least.