A detailed experimental study of the ignition of coal particles at high pressure has been performed with a thermogravimetric analyzer, which can measure the temperatures of the sample and ambient gas at the same time. Eight Chinese coals and three chars were used in four size fractions. The criterion for ignition is discussed and a new one is suggested to deduce whether the mechanism is homogeneous or heterogeneous. The influence of different factors, such as total pressure, oxygen partial pressure, particle size, heating rate, and volatile content, is studied. The ignition temperature decreases when the total pressure is increased in gas of constant composition. However, with the same oxygen partial pressure, the ignition temperature increases with total pressure. Changing the particle size, heating rate, and volatile content has the same effect at atmospheric and elevated pressures. It is suggested that the ignition mechanism may shift from homogeneous to heterogeneous at high pressures.