Oxy-steam combustion and devolatilization performance of three different coals (anthracite, blend of bituminous coals and low-rank coal) was studied in a thermobalance with a water vapour furnace under variable steam concentrations (0, 20, 40 and 70 vol% H2O) in N-2 and CO2. Two oxygen concentrations were used during the combustion tests (20 and 30 vol%). Devolatilization behaviour was similar under N-2 and CO2 atmosphere and increasing steam concentration did not affect significantly the observed reactivity and the reaction temperature range. Replacing CO2 with 20 vol% H2O during combustion tests produced a decrease in ignition and burnout temperatures. When H2O content increased to 40 and 70 vol%, this effect was only found with high-rank anthracite. Maximum mass loss rates for the low-rank coal with high volatile content were up to four times higher than with the other two coals. During direct oxidation experiments, DTG curves of anthracite and the coal blend showed a double peak, corresponding to devolatilization and oxidation reactions. This allowed determining independent kinetic parameters (Ea and A) for both stages. An only DTG peak was detected with the low-rank coal since devolatilization and oxidation reactions took place simultaneously owing to its high reactivity. Devolatilization and oxidation kinetics followed a first-order reaction using the Coats-Redfern integral method. Significant differences were not observed between the activation energies of the three coals when comparing conventional (N-2), oxy-fuel (CO2) and oxy-steam conditions (70 vol% H2O in CO2), although Ea values were higher for the devolatilization stage than for the oxidation process.