Incendiary bolts are a type of crossbow ammunition, which Corvo Attano can acquire by locating the blueprint and purchasing them from Piero Joplin. The bolts can also be looted from projectile launcher booby-traps that are triggered when Corvo crosses or breaks a tripwire. They can also be obtained from fallen tallboys.
Incendiary bolts are extremely deadly to both Corvo and his foes. They are filled with whale oil that ignites to produce intense light and flame for a short duration. Like regular bolts, incendiary bolts travel in an arc, and can drop short of the target at higher distances.
Equipment in Dishonored