A series of cyclic olefin copolymer (COC) based piezoelectrets are fabricated using a carbon dioxide assisted assembly process followed by direct contact charging. The effects of both the piezoelectrets structure design parameters and the charging conditions on the piezoelectricity are studied. The piezoelectricity of the fabricated piezoelectrets is characterized by quasi-static piezoelectric coefficient d33 . The COC piezoelectrets show substantial piezoelectric activity, with d33 approaching up to 1100 pC/N. Moreover, the thermal stability of the COC piezoelectrets is investigated by thermally stimulated discharge. The COC show excellent thermal stability, with the d33 retaining over 80% of the initial value after annealed at 170 oC. Hysteresis loop measurements are used to investigate the charge build up process inside the artificial void to obtain the critical breakdown voltage and quasi-permanent charges. The critical breakdown voltage is further modeled using the established layer model, which agreed well with the experimental measurements. With the superior thermal stability and significant piezoelectric sensitivity, the COC piezoelectrets demonstrated in the study may be valuable in a variety of applications, such as sensing, actuating, energy harvesting and many other fields.