H2O, CO2, SO2, O2, H2, H2S, HCl, chlorinated hydrocarbons, NO, and other trace gases were evolved during pyrolysis of two mudstone samples acquired by the Curiosity rover at Yellowknife Bay within Gale crater, Mars. H2O/OH-bearing phases included 2:1 phyllosilicate(s), bassanite, akaganeite, and amorphous materials. Thermal decomposition of carbonates and combustion of organic materials are candidate sources for the CO2. Concurrent evolution of O2 and chlorinated hydrocarbons suggests the presence of oxychlorine phase(s). Sulfides are likely sources for sulfur-bearing species. Higher abundances of chlorinated hydrocarbons in the mudstone compared with Rocknest windblown materials previously analyzed by Curiosity suggest that indigenous martian or meteoritic organic carbon sources may be preserved in the mudstone; however, the carbon source for the chlorinated hydrocarbons is not definitively of martian origin.