Asphaltenes are compounds present in crude oils that influence their rheology, raising problems related to the extraction, transport, and refining. This work centered on the chemical and structural changes of the asphaltenes from the heavy Colombian Castilla crude oil during pyrolysis between 330 and 450 °C. Also, the development of new strategies to apply these macromolecules, and the possible use of the cracking products as a source of new materials were analyzed. The obtained products (coke, liquid, and gas) were collected and evaluated through the techniques of proton and carbon-13 nuclear magnetic resonance (1H and 13C NMR), elemental composition, Fourier-transform infrared spectroscopy (FTIR), X-ray powder diffraction (XRD), saturates, aromatics, resins, and asphaltenes (SARA) analysis, and gas chromatography−mass spectrometry (GC-MS). A comparison of the applied methods showed that the asphaltene molecules increased the average size of their aromatic sheets, lost their aliphatic chains, condensed their aromatic groups, and increased their degree of unsaturation during pyrolysis. In the liquid products were identified alkylbenzenes, n-alkanes C9−C30, and n-alkenes. Moreover, the gaseous products included methane, ethane, propane, and pentane. An approach of the structural chain reaction was used to define the possible asphaltenes chemical structures before and after pyrolysis. In conclusion, this type of thermal process can be used as an easy route to attain new materials associated with specific structural units from the asphaltenes.