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To investigate the impact of oxygen for the feature parameters of the coal oxidation process, the coal samples were selected from mines of Liuhuanggou and Ewirgol in Xinjiang Province, China. TGA/DSC–FTIR was employed to conduct the coal mass, heat, and functional groups under oxygen concentrations of 3, 6, 9, 15, and 21 vol% from 30 to 950 °C. In the entire coal–oxygen reaction, the characteristic temperatures were divided into T1 (adsorption temperature), T2 (oxygen-adsorption mass-gain starting temperature), T3 (oxygen-adsorption mass-gain maximum temperature), T4 (ignition temperature), T5 (max mass loss rate temperature), and T6 (burnout temperature). The results indicated that with the decrease in oxygen concentration, the feature temperature point gradually transferred to the high-temperature area. The coal samples maximum exothermic temperature rose, the maximum exothermic power decreased, and the net thermal release decreased along the entire reaction process of coal sample. The feature temperature excursion of the coal–oxygen composite reactive incurred the hysteresis effect, which was obvious when the oxygen concentration was 3 vol%. Furthermore, the content of main functional groups of coal microstructure was the highest at T2, and the content gradually decreased with the temperature increase continuously. As the increase in oxygen concentration, the content of main functional groups increased. Among them, there was no considerable change in the hydroxyl content in the coal microstructure on the characteristic temperatures of 75, 140, and 350 °C. As the temperature rose to 140 °C, the content of main functional groups with a varying degree grew. When the temperature reached 350 °C, the oxygen-containing functional group began to decrease. [ABSTRACT FROM AUTHOR]