The specific heat capacity is one of the thermo-physical properties of coal, which is an important parameter in utilization of coal. The microstructure of coals and their chars produced at the different pyrolysis temperature were studied by a scanning electron microscope, and the specific heat capacity was measured by DTA and DSC method. The microstructure of 4 coals with higher rank and their chars are well statistically self-similar and have been expressed by the fractal dimension. The results show that the fractal dimension is related to coal rank and pyrolysis temperature. The microstructure and the fractal dimension of coals have a good relationship with their specific heat capacities. For coals with different rank or chars produced at different pyrolysis temperature, the specific heat capacity increases with the increase of fractal dimension. The mechanism of the fractal dimension and the specific heat capacity are correlated with fractal dimension and statistical-thermodynamics theory. The more compacted and ordered the microstructure is, the less the number of pores, cracks and defect center is and the smaller the specific heat capacity is; on the contrary, the specific heat capacity changes greatly.