This paper examines the effects of seed size and the depth of sand burial on seed germination and seedling development for Pinus thunbergii. Parl. Seeds from 20- to 30-year old trees grown in the coastal area of Yantai were divided into three size categories (large, medium, and small). The seeds were sown in pots with different depth of sand, and their germination and seedling growth during the first month were investigated. Results showed that large seeds possessed the highest 1000-seed weight and soluble sugar concentration. Large and medium seeds had a higher germination rate, germination index, vigor index, and seedling biomass than small seeds. With the increase in seed size, root mass ratio, root/shoot ratio, specific root length, and specific root area decreased, whereas leaf mass ratio increased. Sand burial depth significantly influenced seed germination and seedling growth, and the highest germination rate and seedling biomass were achieved with 2–3 cm sand burial. We also found that seedling biomass was positively related to germination rate, germination index, and vigor index, but was negatively related to mean germination time. Moreover, seedling biomass was negatively correlated with root mass ratio and root/shoot ratio, but positively correlated with leaf mass ratio, specific root length, and specific root area. The results suggest that seed size and sand burial depth are key factors in the regeneration of the coastal P. thunbergii forest.