In the process of improving coalbed permeability through pulse hydraulic fracturing, the cyclic loading effect influences the characteristics of micropores in coal matrix, thus affecting the process of gas migration. Therefore, it is essential to investigate the effect of cyclic loading on the pore structure of coal. Seven groups of loading tests at different frequencies and amplitudes were conducted on anthracite coal obtained from Shanxi Province, China, using a fatigue-testing machine. Subsequently, using a PoreMaster GT-60 Mercury-intrusion apparatus, the influence of the frequency and amplitude on the structural characteristics (including mercury-injection and mercury-ejection curves, pore size distribution, porosity, and specific surface area) of pores in coal samples was analyzed. Finally, the law and mechanism of action of the loading frequency and amplitude on pores in coal samples were comprehensively analyzed. The test results showed that, in the case of maintaining the sine-wave amplitude unchanged during loading while altering the loading frequency, the overall porosity and pore volume rise at different degrees. The growth of the loading frequency presents a more significant promotive effect on the initiation and development of pores and fractures. Moreover, it drives the transformation of micropores and transition pores into mesopores and macropores, thus increasing the proportion of seepage pores. Under the condition of large sine-wave amplitude during loading, macropores and mesopores are subjected to the repeated action of the external force, thereby reducing the overall porosity. In addition, the volume of the seepage pores declines, and the number of the coalesced pores decreases. Finally, in light of these results, the implications of frequency and amplitude selection in the process of pulse hydraulic fracturing are discussed. Therefore, the results of this research will provide an important theoretical basis for the field application of pulse hydraulic fracturing technology in coal mines.