Clarification of the molecular mechanism underlying the interaction of coal with CH4, CO2, and H2 O molecules is the basis for an in-depth understanding of the states of fluid in coal and fluid-induced coal swelling/contraction. In terms of instrumental analysis, molecular simulation technology based on molecular mechanics/dynamics and quantum chemistry is a powerful tool for revealing the relationship between the structure and properties of a substance and understanding the interaction mechanisms of physical-chemical systems. In this study, the giant canonical ensemble Monte Carlo(GCMC) and molecular dynamics(MD) methods were applied to investigate the adsorption behavior of a Yanzhou coal model(C222H185N3O17S5). We explored the adsorption amounts of CH4, CO2, and H2 O onto Yanzhou coal, the adsorption conformation, and the impact of oxygen-containing functional groups. Furthermore, we revealed the different adsorption mechanisms of the three substances using isosteric heat of adsorption and energy change data.(1) The adsorption isotherms of the mono-component CH4, CO2, and H2 O were consistent with the Langmuir model, and their adsorption amounts showed an order of CH4CO2〉CH4. In addition, at higher temperatures, the isosteric heat of adsorption decreased; pressure had no significant effect on the heat of adsorption.(3) CH4 molecules displayed an aggregated distribution in the pores, whereas CO2 molecules were cross arranged in pairs. Regarding H2 O molecules, under the influence of hydrogen bonds, the O atom pointed to surrounding H2 O molecules or the H atoms of coal molecules in a regular pattern. The intermolecular distances of the three substances were 0.421, 0.553, and 0.290 nm, respectively. The radial distribution function(RDF) analysis showed that H2 O molecules were arranged in the most compact fashion, forming a tight molecular layer.(4) H2 O molecules showed a significantly stratified distribution around oxygen-containing functional groups on the coal surface, and the b