The cleaning process of coals is challenging due to the existence of clay minerals. The overall objective of this study is to investigate how the dewatering of coal slurry is impacted by the presence of clay minerals, i.e., kaolinite and montmorillonite. Filtration tests were first conducted to investigate the effect of kaolinite and montmorillonite on the dewatering efficiency of coal. Specifically, we measured the filtration velocity, moisture, average specific resistance, and porosity of filter cakes for six slurry samples, in which different amounts of kaolinite and montmorillonite were contained. Filtration tests show that a small amount of kaolinite and montmorillonite leads to a significant reduction in the filtration velocity and porosity, and a big increase in the average specific resistance and the moisture of the filter cake. We observe that most kaolinite existed in the top and middle layers of the filter cake, while most montmorillonite existed in the top layer; on the contrary, little montmorillonite is observed in the middle and bottom layers of the filter cake. Montmorillonite results in a much more deteriorative effect than kaolinite. Considering that the interactions between clay minerals and water may play a key role, we then further investigate the effect of such interactions using molecular simulations. Simulation results show that water molecules could hardly diffuse into kaolinite from the edge, while they could readily penetrate into the montmorillonite layers from the edge surface. This result can be explained by the hydrated cation in montmorillonite. The adsorption density of water on the octahedral surface of kaolinite is higher than that of water on the tetrahedral surface of kaolinite. Furthermore, the adsorption density of water on the double surfaces of kaolinite is higher than that of water on the montmorillonite surface. This research is expected to provide benefits or contributions to the dewatering of clay-rich coal tailings.