Using methods of the scanning electron microscopy, Raman scattering of light(RS), and electron paramagnetic resonance (EPR), consistent research of the local structure and magnetic features of different types of raw coal samples from Donetsk basin is carried out. It is established that the ratio of the main peak intensities of RS spectrum D and G is inversely related to the volatile substance amount Vdaf in the coal samples. The study of the kinetic behavior of the EPR line width in hydrogen, oxygen, and methane sorption-desorption processes in each coal sample helped determine that the diffusion coefficient value for hydrogen in coal at room temperature is equal to DН = (2 ÷ 7) × 10−5 cm2/s. It is demonstrated that the oxygen diffusion occurs with time according to two different exponential laws with diffusion coefficients DO,1 = 5 × 10−6 cm2/s and DO,2 = 5.5 × 10−7 cm2/s, respectively. The smaller coefficient corresponds to the diffusion caused by the hopping process. Finally, it is established that the anthracite is a unique type of coal which does not possess the ability “to conserve” the significant EPR line width after oxygen pumping out from the samples.