Coal seams 41 and 42 of the Heshan Coalfield belong to superhigh-organic-sulfur coals. In order to study the geochemical characteristics of the coals, 15 coal samples and 6 rock samples were collected from both coal seams and the roof/floor rocks. The samples were investigated by using conventional microscopy, inductively coupled plasma mass spectroscopy, X-ray diffraction, X-ray fluorescence, and scanning electron microscopy with an energy-dispersive X-ray spectroscopy. The results show that minerals in the coals are dominated by kaolinite and a mixed layer illite/smectite and illite; small ratios of pyrite, quartz, chlorite, smectite, calcite, and dolomite are also present. Under the microscope, these pyrites occur as framboidal, euhedral, homogeneous, anhedral, nodular, and fine dissemination shapes. In Shicun Mine, the trace elements Li, Y, Zr, Sn, Sm, and Tb are enriched; Zn and Ba are depleted. However, in the Heliluoshan Mine, Mo is significantly enriched; Li, Zr, Cs, and U are enriched; and Co and Ba are depleted. The occurrence of Li and Ga is associated mainly with organic matter and sulfate minerals. U and Mo occur in silicate minerals, carbonate minerals, illite, I/S, and pyrite. A reducing environment is beneficial for the enrichment of V, Cr, Mn, Ni, Mo, Cd, and U. The abundances of sulfur in Heshan were controlled mainly by the degree of seawater influence and hydrothermal activities.