Thermal stimulation is a useful supplementary mining technique for the enhancement of coalbed methane recovery. This technique couples the temperature change with gas-water two-phase flow in the mining process. Many integer dimension hydro-thermal models have been proposed but cannot well describe this coupling because two-phase flow and heat conduction are usually non-linear, tortuous and fractal. In this study, a fractal-hydro-thermal coupling model is proposed to describe the coupling between heat conduction and two-phase flow behaviors in terms of fractional time and space derivatives. This model is analytically solved through the fractal travelling-wave method for pore pressure and production rate of gas and water. The analytical solutions are compared with the in-situ coalbed methane production rate. Results show that our proposed fractal-hydro-thermal model can describe both heat and mass transfers in thermal stimulation enhanced coalbed methane recovery.