The utilization of Zhundong (ZD) coal has been limited by its high sodium content. In the paper, the effect of particle size on the distribution of the sodium contained in the coal and the sodium removal from the coal was addressed. The results indicate that the water-soluble sodium content and insoluble sodium content increased and the acid-soluble sodium decreased with increasing particle size. The occurrence modes of the sodium contained correlate closely to the properties of ZD coal. The water-soluble sodium and water-soluble chlorine contained in ZD coal may exist in the form of sodium chloride. Due to the competitive effects between adsorbing capability of the leachate and the diffusing capability of sodium ion, the removal sodium rate increases first and then decreases with increasing particle size.