In deep mine, coal is usually subjected to coupled high gas pressure and static compressive stress. The coal may be also subjected to dynamic loading due to the sudden fracture of hard roof during mining. In our previous study, the behaviour of gas-containing coals with initial gas pressure was investigated subjected to uniaxial static compression. In this study, the dynamic compressive behaviour of gas-containing coals with gas pressure and static axial preloading is investigated using a modified Split Hopkinson Pressure Bar (SHPB) system. The dynamic behaviours of gas-containing coals under SHPB tests are studied by varying initial gas pressure and axial static preloading. The testing results include strain measurements and energy dissipation. In addition, the wave impedance method is used to quantify damage of gas-containing coals under coupled gas-static-dynamic load. It is found that the dynamic compressive strength of gas-containing coal under coupled load decreases with the increasing initial gas pressure. The gas-containing coal with higher gas pressure and axial static preloading is more vulnerable to dynamic loading. The findings can be applied to mining design or support design in deep mining of high-gas-containing coal seam.