In the present study, the authors collected coal samples from the Wudong (WD), Dahuangshan (DHS), and Sikeshu (SKS) coal mines in the Southern Junggar coalfield. The collected coal was ground into particle sizes of 0.25–0.38 mm, 0.15–0.18 mm, 0.109–0.12 mm, 0.08–0.096 mm, and <0.075 mm. The experimental data was acquired using diverse methods, such as in situ infrared spectroscopic analysis, temperature-programmed oxidation, and thermogravimetric analysis. The results show that the number of oxygen-containing functional groups increased with the decline in particle size, indicating that a smaller particle size may facilitate oxidation reactions and spontaneous coal combustion. On the basis of the analysis of the elements of coal samples, it can be concluded that the proportion of oxygen elements of coal samples in three mining areas is: WD＞SKS＞SHS. The oxygen consumption rate of the DHS and WD coal samples increased exponentially when the temperature increased; the rate of SKS coal samples initially rose significantly and then decreased. The gas generation rates for the different gases indicated that temperatures of 90 ℃ or 130 ℃ could accelerate the oxidation reaction. The pollutants produced by the oxidation of the SKS coal samples were higher than those by DHS and WD. For all particle diameters, the T3 for the SKS samples is smaller than that for WD and DHS, indicating that the SKS coal sample will combust more readily. With the decrease in particle size, the activation energy showed an increase in low-temperature oxidation stage. While the activation energy of the WD and SKS samples decreased in high temperature stage, that of the DHS increased before decreasing. A lower of activation energy means that the coal will have a higher risk of spontaneous combustion. Based on the differential scanning calorimetry (DSC) curve, SKS coal sample has the highest exothermic heat, the DHS has the second, and WD has the least. With a higher exothermic heat, the coal sample will more readily ignite.