Here, three types of wood pellets samples, including two types of commercial pellets and one type of lab-made control pellets were torrefied in a fixed bed unit to study the effect of thermal pretreatment on the quality of wood pellets. The quality of wood pellets was mainly characterized by the pellet density, bulk density, higher heating value, Meyer hardness, saturated moisture uptake, volumetric energy density, and energy yield. Results showed that torrefaction significantly decreased the pellet density, hardness, volumetric energy density, and energy yield. The higher heating value increased and the saturated moisture content decreased after torrefaction. In view of the lower density, lower hardness, lower volumetric energy density, and energy yield of torrefied pellets, it is recommended that biomass should be torrefied and then compressed to make strong pellets of high hydrophobicity and volumetric energy density.