The consumption of coal resources has caused an increase in CO2 emissions. A scientific concept that can realize CO2 sequestration, the harmless treatment of solid wastes, and coal extraction under buildings, railways, and water bodies (BRW) is proposed. First, a novel CO2 mineralized filling body (CMFB) is developed by employing CO2 gas, fly ash, silicate additives, and cement. It is then injected into the mined-out mining roadways (MRs) of the continuous extracting and continuous backfill (CECB) mining method to ameliorate the overburden migration and thus extract the coal body under the BRW. The AHP-fuzzy comprehensive evaluation method was employed to construct a prediction model for the suitability of this concept. Subsequently, the evaluation model is generalized and applied to the Yu-Shen mining area. Each indicator affecting adaptability is plotted on a thematic map, and the corresponding membership degree is determined. The aptness for 400 boreholes distributed in the entire area was determined and a zoning map which divides the whole area into good, moderate, slightly poor, and extremely poor suitability was drawn. This paper puts forward a mathematical model for predicting the suitability of using CECB and CMFB to sequestrate CO2. Research results can provide references for determining the site of CO2 sequestration under the premise of maximizing the economic and ecological benefits, which is conducive to constructing ecological, green, and sustainable coal mines.