In order to distinguish waxes used in cultural relics and used as conservation or restoration materials for cultural relics, online-methylation pyrolysis-gas chromatography/mass spectrometry (Py-GC/MS) was applied to analyze beeswax, carnauba wax, candelilla wax, ozokerite and paraffin wax. It is found that 1) the main pyrolytic products of beeswax are straight-chain alkanes, straight-chain fatty acids, straight-chain alcohols and fatty acids with hydroxyl groups; 2) those of carnauba wax are straight-chain alcohols, straight-chain fatty acids and fatty acid derivatives; 3) those of candelilla wax are straight-chain alkanes, straight-chain fatty acids, straight-chain alcohols, lupeol and its derivatives, germanicol and its derivatives and fatty acid derivatives; 4) those of ozokerite and paraffin wax—mineral waxes—are both straight-chain alkanes. Different waxes could be distinguished since the kinds and relative contents of pyrolytic products in each wax are different. The established Py-GC/MS procedure and summarized data were successfully applied to the identification of beeswax and mineral wax used for the inlaying enamel in a Qing table screen with a rosewood frame, inlaid jade figures and a wengewood carved landscape collected in the Forbidden City. The method of our present work is easy for the spreading and applicable to the accurate and rapid identification of waxes used in cultural relics.