The Tarim Basin, a significant region of coal-derived gas generation in China, has widely dispersed coal measure source rocks, especially in the Kuqa Depression. The typical coal measure strata from the Kuqa River and Kapushaliang River sections in the Kuqa Depression were systematically sampled. According to a conventional geochemical analysis (including materials and lithology), a total of 25 typical coal measure source rock samples were chosen for chromatography and chromatography–mass spectrometry examination. It was demonstrated that there were significant discrepancies in the coal source rock samples, particularly the coal rock from the Kuqa River section and the Kapushaliang River section. The specific performance of the Kuqa River section was characterized by a high Pr/Ph ratio (up to 9.29), a low gammacerane ratio, a low abundance of tricyclic terpane, and an “L”-type distribution of regular steranes, all of which are consistent with the properties of humic coal found in freshwater lakes that have undergone partial oxidation. The Kapushaliang River section, by contrast, exhibited a low Pr/Ph ratio (<1.0), a high gammacerane ratio, a concentration of tricyclic terpane comparable to that of hopane, and a distribution of regular steranes in a “V” shape, all of which indicate a strongly reduced saline water environment. Additionally, the degree of thermal evolution is not the key factor resulting in the above biomarker diversity within the CSRs, which was supported by the poor correlation between the maturity parameters (Ro%, Tmax °C), the sedimentary environment-related parameters (such as Pr/Ph and Ga/C31H), and the biogenic-related parameters (such as ∑tricyclic terpane/∑ hopane and ∑sterane/∑hopane). A comparative analysis suggested that transgression-related changes in the redox conditions and parent materials triggered the biomarker diversity within the CSRs, resulting in a large difference in the hydrocarbon-forming parent materials between the two abovementioned outcrop sections. These might provide some insight for hydrocarbon exploration from CSRs, which have been attracting increasing attention in China, with proven coal reserves are ranked first in the world.