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Thin-interbedded coal measure reservoirs are important unconventional gas reservoirs. The lithology of these reservoirs is complicated, with rapid vertical changes, making accurate description difficult. Based on the thin-interbedded coal-bearing strata in the Wujiu Depression in eastern Inner Mongolia, China, this study constructs changes in lithofacies based on a Markov mathematical and statistical model. The Shengli subdepression mainly features a lithofacies sequence of uniform coal-mud-sand cycles and other small-scale symmetrical sedimentary cycles. In the Moguai–Shiwalu subdepression, lake hydrodynamics primarily affect coal–mudstone and mudstone–sandstone double-cycle lithofacies sequences and small-scale asymmetric sedimentary cycles. The Markov model and the Ward minimum variance method were used to quantitatively couple a reservoir lithologic sequence and bed thickness configuration, and five basic configurations of the composite reservoir of the Damoguaihe Formation in the study area were obtained: (1) multiseam interbedded configuration, (2) multiseam interbedded configuration with an intermediate number of seams, (3) interbedded configuration with an intermediate number or few seams (with thick mudstone or sandstone layers), (4) interbedded configuration with few seams (large spacings between adjacent coal seams) and (5) thickly interbedded configuration. The sedimentary facies mechanism controlling the spatial distribution pattern of composite reservoirs is discussed. It is concluded that the sedimentary system domain and lake size have a significant effect on the configuration of composite reservoirs. For small terrestrial lakes, the stability of sedimentary environment and the rapid and frequent rise and fall of the lake surface results in significant differences in coal accumulation in a short distance from the edge to the center. • The coal accumulation are analyzed using the Markov model. • A reservoir evaluation method is constructed based on statistical research. • The reservoir configuration of thin-interbedded coal measures is quantified. • The sedimentary systems tract and lake scale significantly affect the reservoir. [ABSTRACT FROM AUTHOR]