We review the conditions under which explosive volcanism took place on early-forming differentiated asteroids. The pressure-dependent solubility of typical asteroid volatiles in melts implies that the gas driving explosive volcanism on asteroids less than approximately 100 km in diameter was probably present mainly as a free phase capable of accumulating into large gas bodies and, thus, causing slug flow in melts approaching the surface. In contrast, in asteroids larger than approximately 100 km the gas was probably present largely as a dispersion of small bubbles. We show that these gas distributions have implications for the size distribution of the pyroclastic droplets produced in explosive eruptions at the surface. All pyroclastic melt droplets are accelerated by the expanding gases, but their speeds lag the gas speed by a finite amount that is a function of the droplet size and density and the asteroid size and, hence, acceleration due to gravity. We compute pyroclast speeds and, by comparing them with escape velocities, we identify the critical pyroclast diameter on a given-size asteroid that distinguishes droplets lost to space from droplets that return to the surface. Identification of asteroidal pyroclasts and measurements of their sizes could throw light on the amounts of gas driving eruptions.