The tests on gas (CH4 or CO2) desorption-diffusion in coal particles, together with the analytical unipore or bidisperse diffusion model, are widely used to study the gas diffusion behavior, but the fitted diffusion coefficient always increases with particle size, which makes it difficult to determine an identical diffusion coefficient for coal particles. In this work, five sets of anthracite particles with different sizes are prepared, and tests on CO2 desorption-diffusion in different coal particles are carried out. Four continuum models (including an analytical unipore diffusion model, an analytical bidisperse diffusion model, a numerical unipore diffusion model, and a dual-porosity model) and a discrete fracture model are established. The continuum models can all fit the experimental results well, while the fitted diffusion coefficients always increase with particle size. Based on the identical matrix’s side length, matrix diffusion coefficient, and fracture diffusion coefficient, the discrete fracture model fits the experimental results of different coal particles successfully, and the size effect of diffusion coefficient is resolved. The diffusion coefficient fitted by the continuum models is the equivalent diffusion coefficient of matrix diffusion and fracture diffusion, so the equivalent diffusion coefficient increases with fracture path (i.e., particle size), and the size effect of diffusion coefficient occurs. The results provide an insight into the size effect of diffusion coefficient and make it possible to determine an identical diffusion coefficient for coal particles of different sizes.