A new adsorption material technology and its adsorption mechanism were studied in this paper. Anthracite and lignite were taken as raw materials in those experiments. Firstly, the coal was made into different sizes by ball mill then cooked in tube furnace so as to obtain the ultrafine coal material for methane adsorption. Secondly, the ultrafine coal powder which fully adsorbed methane was gone through the gas chromatography analysis to choose the best samples. Finally, the characterization of adsorption and adsorption mechanism were researched by the micro-morphology analysis, thermal analysis, X-ray diffraction analysis, BET surface area-aperture-volume analysis and infrared spectral analysis. The results of experiments showed that the ultrafine lignite powder which mainly consists of microporous, is more suitable for methane adsorption. Under the same treatment condition, the adsorption capacity of lignite series is better than that of anthracite series. After milling for 120 minutes and coking in medium temperature, the lignite could be used as the best material of ultrafine coal powder for methane adsorption.