Dimethyl polysulfides have been reported in the supercritical methanol extracts of coal and in the pyrolysis products of a high-sulfur Spanish coal that was first extracted with a mixture of dichloromethane and methanol. Dimethyl polysulfides and other products are shown to be formed by the reaction of methanol with elemental sulfur at elevated temperature and pressure. This reaction is a possible source of some of the dimethyl polysulfides observed by others in high-temperature methanol extracts.