In this study, the combustion behaviors of three kinds of coal and their mixtures under the pure oxygen and air atmosphere were studied by using a thermo-gravimetric analyzer. The combustion characteristics such as ignition and burnout behavior were investigated in the temperature from 20°C to 800°C. The influence of mixing Shenhua coal with Huaibei bituminous and Sanming anthracite coal on combustion characteristics was conduced. The results obtained show that pure oxygen content accelerated the coal burning process greatly; the coal volatile matter started to release at a lower temperature and the coal burning process was finished earlier compared with the burning process under the air atmosphere. The addition of Shenhua coal improved the combustion characteristics of both Huaibei bituminous coal and Sanming anthracite in a different way. For the Huaibei bituminous coal, both the ignition and burnout temperature decreased linearly with the increasing ratio of Shenhua coal; while for the Sanming anthracite, the addition of Shenhua coal greatly lowered the mixture ignition temperature, and the burnout temperature was nearly the same. The activation energy of the mixture coal with Shenhua and Huaibei coal reduced with the ratio of Shenhua coal. For the Shenhua and Sanming coal mixture, the activation energy changed differently at the two burning stages.