A compressible direct numerical simulation (DNS) solver for pulverized coal combustion has been developed and used to study a pulverized coal jet flame with a Reynolds number of 28 284 based on the nozzle diameter. An eighth-order center differential scheme combined with an explicit tenth-order filter is used for spatial discretization. The classical fourth-order Runge-Kutta method is used for time integration. The characteristic non-reflecting boundary conditions are used to describe the boundary conditions. A comprehensive model for coal combustion is applied, and the reaction mechanism of CH4 with five species and two-step reactions is adopted for gas-phase combustion. The grid system has been carefully designed to make sure that turbulent scales and chemical reaction scales are reasonably resolved and the point-source assumptions of particles are valid. The simulation is partially validated against the experiment, and the particle behavior is investigated. It is found that, in the upstream region, the reaction rate is quite scattered and a single particle is found inside the burning :lame to form an individual particle combustion mode. While in the downstream region, the reaction zone is more continuous, with a large number of particles enclosed, which characterizes the group combustion mode. Conditional statistics with respect: to the mixture fraction are also obtained to provide insights into coal combustion and the related models.