Summary Unconventional reservoirs have nanoscale pores, complex pore structures, and heterogeneity that directly affect reservoir storage performance and fluid transport capacity. In this study, shale, mudstone, and sandstone, three typical coal sedimentary rocks from the Daqiang coal mine in the Tifa Basin, were selected for nuclear magnetic resonance (NMR) and scanning electron microscopy (SEM) investigation, with the aim to investigate the pore structure and multifractal characteristics of the coal sedimentary reservoirs and to qualitatively analyze the effects of the physical property parameters and the mineralogical compositions on the multifractal parameters. The distribution data of the NMR T2 spectra were analyzed. The results showed that (1) SEM analysis concluded that the pore system of the three different lithological samples (mudstone, shale, and sandstone) was dominated by mineral matrix pores (i.e., intergranular and intragranular pores) and in the sandstone samples, there were only a few biological pores found. (2) The distribution of the NMR T2 spectrum peaks indicates that the sandstone and shale T2 spectra are bimodal, dominated by micropores, and contain a small number of transitional pores; most of the T2 spectra of mudstone are single peaks in distribution, mainly dominated by micropores. (3) Multifractal parameters are positively correlated with porosity and significantly negatively correlated with permeability; multifractal parameters are significantly positively correlated with the content of clay minerals and kaolinite, which suggests that the increase in clay minerals and kaolinite content enhances the heterogeneity of the pore space. The negative correlation with the content of quartz suggests that the enrichment of quartz reduces the irregularity of the pore space.