A long working distance digital holographic system is developed to study burning coal particles, which are less than 200 mu m in diameter, in a methane-air flame. A general model for the lensed digital holography system is introduced first. An optimal lateral resolution of 3.9 mu m is achieved while the object is located at a safe distance (>15 cm) from the optical apparatus. The evolutions of particle morphology and devolatilization products are observed. Sizes and three-dimensional velocities of particles are measured and compared at the burner outlet, 10 and 24 cm above the burner. At the ignition, a condensed phase cloud is observed surrounding the coal particle due to the ejection of devolatilization products. Then the volatile cloud accumulates into stringy tails after detaching from the parent particle. The surface of the coal particle has rough morphology due to formation of porous structure after the reaction. Statistical size distributions at different heights above the burner show a 35% increase of peak size after combustion, and the fraction of the larger particles also significantly increased. Particles spread in the radial direction; meanwhile, particle velocities along the axial direction decrease with the height because of the drag force and gravity.