Most coalbed methane (CBM) reservoirs contain moisture that can have an impact on adsorption and diffusion of CBM, so moisture content is an important factor that affects CBM production. CO2 can be used to improve CBM production on site. Combined with these two points, regulations of CH4 adsorption and diffusion are sought under different conditions when CO2 is injected into coal seams with moisture. Slit pores with different moisture contents (1%, 2%, 4%, and 6%) and random models are established. Molecular simulations are carried out, respectively, from 0 MPa to 10 MPa at 293.15, 303.15, and 313.15 K. Relative to CO2, the interaction of CH4 and -C-C- is weaker, indicating that CO2 can adsorb more steadily on the surface of coal. Water molecules preferentially adsorb on the oxygen functional groups, and then water molecules adsorb each other with hydrogen bonding to form clusters that can interfere with the adsorption and diffusion of CO2 and CH4. Because of the influence of functional groups, hydrogen bonding, and micropore filling, the adsorption capacity of H2O can increase steeply at very low pressure. The phenomenon is not beneficial to the CBM exploitation.