In order to accurately drill coal samples from in-situ coal seams in underground coal mines, a multi-stage pressure-controlled confined sampling device was designed. Using the mechanism of pressure difference between the two sides of the piston inside the closed sampling device by the high-pressure water from the slurry pump, the suspension pins of the closed sampling mechanism are cut off; at the same time, by selecting suspension pins made of different materials, the research on the mechanism of cutting off the suspension pins under the action of multi-stage water pressure control is carried out, so as to realize the cutting off and sealing of the coal samples from in-situ coal seams, and then to accurately obtain the coal samples of in-situ coal seams from underground coal mines. In order to accurately select the material of the suspension pin and effectively drill coal samples from the in-situ coal seam in the underground coal mine, this paper establishes a fluid-solid coupling model of “piston-suspension pin” by utilizing the relevant theoretical knowledge of fluid dynamics, and conducts numerical simulation of the cutting mechanism of the key part-suspension pin, to study the deformation mechanism of the suspension pin in the process of cutting off and the distribution of the stresses. The deformation mechanism and stress distribution of the suspension pin during the cutting process are investigated. Finally, the effectiveness and reliability of the multi-pressure control confined sampling technology is verified by combining the ground performance test and the underground industrial test. It provides a reliable confined sampling device for accurately obtaining coal samples from in-situ coal seams in underground coal mines, which will certainly promote new progress in coal mine gas control.