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This study investigates the effects of additive adsorption onto coal particles on surface properties, hydrophobic groups on the slurryability, and the moisture occurrence form on the performance of coal water slurry (CWS). Mechanisms related to the different hydrophobic structures of the additives are proposed. The adsorption method of sulfonated acetone formaldehyde enhances the adsorption capacity of coal surfaces but is not conducive to slurrying. Sodium lignin sulfonate has hydrophobic ends with nonpolar aromatic groups, three-dimensional macromolecular structures, and complex branched chains, which provide CWS with good stability and slurryability. Naphthalenesulfonate formaldehyde has a double benzene ring structure and provides the thick but nonuniform adsorption layers on coal surfaces. The many amorphous structures and low molecular weights of sodium humic sulfonate lead to nonuniform hydration films and poor slurryability. The results of this paper provide guidance for improving synergism in coal–water–additive systems and enhancing slurry performance.