Anisotropy caused by bedding structures has a great effect on tensile properties and fracture behaviours of coal. Acoustic emission (AE) monitoring is a powerful tool in understanding the anisotropy of inherent failure mechanisms. Brazilian disc tests in a split Hopkinson pressure bar (SHPB) system were conducted on coal specimens with bedding orientations β (0°, 30°, 45°, 60°, and 90°) to investigate the damage evolution and AE characteristics. Lead Zirconate Titanate (PZT) sensors were attached on the specimens to monitor AE activities during dynamic fracturing. To obtain complete AE signals, an attenuator formed by a linear resistor was innovatively used in the circuit, which can reduce the power of a signal without distorting its waveform. Meanwhile, two high-speed cameras and the digital image correlation (DIC) technique are synchronously used with AE monitoring to record real-time coal fracturing processes and verify AE results. Results show that the jump of AE energy can be observed when the dynamic load approaches its peak, which indicates the onset of crack growth. The time to fracture tf determined by AE energy against β shows an inverted “V” shape, with the lowest and highest values at β = 0° and 60°, respectively. AE parameters like amplitude, counts and duration are heavily affected by anisotropy, among which AE count-duration relationship can be used to classify different failure modes. Moreover, the influence of anisotropic bedding planes on the evolutions of AE energy with crack growth is quantitatively presented.