The desulfurization process has been practised for the clean utilization of coal in chemical engineering fields, yet the physical, thermal, and chemical characteristics of particles are still lacking understanding. In this work, a comprehensive numerical model based on the Eulerian-Lagrangian framework was established to study the particle behaviours during coal combustion and desulfurization processes in a pilot-scale circulating fluidized bed (CFB) combustor. After model validation, the effects of several crucial operation parameters (e.g., excess air ratio, calcium to sulphur ratio, and calcium oxide size) on particle behaviours are illuminated. The results show that density-induced segregation causes coal particles to accumulate in the upper part of the riser. The sand, coal, and CaO particles have time-averaged Reynolds numbers of 15, 6.5, and 0.5, respectively. The particle temperature is higher in areas with lower solid concentrations. Increasing excess air ratio (ϕg) decreases the temperature of sand particles but elevates that of coal and CaO particles. The average particle heat transfer coefficients (HTCs) for sand, coal, and CaO particles are 205 W/m2·K, 172 W/m2·K, and 275 W/m2·K, respectively. With the increase in ϕg, the HTC of sand particles increases but that of CaO particles remains unchanged, additionally, the mass of coal particles decreases and the mass of carbon in coal particles decreases along with the riser. The influence of the Ca/S ratio and CaO size on the axial distribution of coal particle mass and carbon mass fraction is negligible. For each particle species, the axial dispersion coefficient (Dz) is two orders of magnitude greater than the radial ones (Dx, Dy), indicating that the vertical introduction of the fluidizing gas dominates the dense gas-solid flow in the riser.