Urtica dioica L. has been used by Brazilian population as an herbal medicine to treat several diseases, such as respiratory allergies. Thus, this study aimed to characterize the U. dioica plant drug samples in different particle sizes and its extract by thermogravimetry (TG), differential thermal analysis (DTA) and pyrolysis coupled to gas chromatography and mass spectrometry (Pyr–GC/MS). The plant drug samples were named UD42, UD100, UD200 and UD400 according to mesh. The extracts were dried by spray dryer at 160 °C and oven-drying at 42 °C. The all samples were submitted to dynamic TG in two different atmospheres (nitrogen and air), TG isothermal in the air and DTA in the nitrogen. The kinetic parameters were determined by Ozawa model and Arrhenius equation. The molecules degradable at 250, 350 and 450 °C were identified by Pyr–GC/MS. The dynamic TG curves showed five decomposition steps for all samples and six for extracts in the nitrogen. In the air showed six decomposition steps for all samples. The sample with small-sized particles (UD400) had greater loss of the total mass, take less time for degradation of 5% of the mass at 30 °C, showed lower enthalpy and activation energy than the others plant drug samples. The dry extract through spray dryer showed higher thermal stability than extract dried in oven-drying. Were identified 54 different molecules in all plant drug samples and 42 in extracts. TG, DTA and Pyr–GC/MS are useful auxiliary tools to characterize vegetable raw material for the production of phytotherapeutic drugs.