In this chapter, the characteristics of weight loss, characteristic temperatures, and thermal effects of coal samples before and after extraction were studied comprehensively by thermogravimetric analysis (TG), differential scanning calorimetry (DSC) and temperature-programmed experiments. Then, oxidation characteristics of active groups on coal molecular were investigated symmetrically and comprehensively. Also, their contributions to the occurrence and development of coal spontaneous combustion were clarified. This provides a scientific basis for revealing the mechanism and optimizing prevention and control technology of coal spontaneous combustion.