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Thermal and thermo-oxidative degradation of polyamide 11 (PA11) in the melt state (T = 215 °C) are studied by resorting to time-resolved mechanical spectroscopy. Such an approach allows to elude the changes in the rheological properties occurring while testing, thus enabling the rigorous study of polymer degradation in the melt state. Different concurrent degradation reactions in oxidative (air) and non-oxidative (N2) environment are promptly guessed by studying the time evolutions of rheological functions. In particular, changes in the zero-frequency complex viscosity reflects changes in the average molecular weight, while the appearance of a yield stress in the complex viscosity curve is identified as the rheological fingerprint of cross-linking reactions. Size exclusion chromatography corroborates the hypotheses based on rheological analyses, and matrix assisted laser desorption/ionization mass spectrometry sheds light on the chemical aspects of degradation. Specifically, post-condensation (in N2), chain scission, hydrolysis and cross-linking reactions (in air) are identified as the dominant degradation mechanisms of PA11 in the melt state. Overall, our study demonstrates that rheology is a valuable tool to detect and discriminate among different degradation mechanisms in polymer melts. In particular, rheology promptly identifies cross-linking reactions, which can be difficult to be detected through common analytical techniques that envisage the solubilization of the polymer sample.