The aim of this work was an experimental research into the sorption properties of coal briquettes under the various states of stress. The present state of knowledge when it comes to the impact of stress on the CO2 and CH4 sorption properties of coal is limited. Hence, in situ sorption capacity or sorption-induced deformation may vary considerably from these specified in the unloaded conditions. As part of this paper, a research device that enables the sorption measurements for coal samples submitted to loads of up to 40 MPa is presented. Sorption experiments with pure CO2 and pure CH4 were carried out by means of the volumetric method, under isobaric-isothermal conditions. Dry coal material in the form of granular coal briquettes was used. Presented results aimed to prove the existence of a relation between the stress state, sorption capacity and volumetric deformation of coal. Gas sorption and desorption processes on coal may be triggered by the action of mechanical factor. The mechanical load applied to the coal sorbent reduces its sorption capacity but has no direct effect on swelling. The sorption or desorption induced volumetric changes of coal occur regardless of the stress state and regardless of the mechanism of the sorption process itself. Deeper coal seams with reduced CO2 and CH4 sorption capacity may not be as useful for ECBM techniques as the shallower coal seams. Reduction of the sorption capacity with depth may also explain the growing threat of coal and methane outbursts in the USCB mines observed in recent years.