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To conduct an in‐depth analysis of the bursting of coal slime in its early stage of combustion, a high‐speed camera was used to film the bursting process in a horizontal tube furnace. Three different types of coal slime with water contents of 5%, 10%, 15%, and 20% under different temperatures of 750°C, 850°C, and 950°C were tested. The behavior of coal slime bursting and the influence of water content and temperature were obtained. It appears that there is a critical water content and a deduced range to determine primary bursting intensity. The bursting intensity index (BII) increases with furnace temperature and water content. So a comprehensive consideration of temperature and water content is crucial for industrial design. To investigate influence induced by the bursting, analysis of the micromorphology and pore structure changes of the coal slime samples before and after bursting at 850°C has been done and shows that the coal slime structure after bursting changes greatly compared with the original state of the coal slime. The calculation results of the fractal dimension show that the pore structure of coal slime after bursting becomes more complicated, and the portion of pores in the coal slime generally increases after bursting.