Rapid urbanization brings increasing production and accumulation of sewage sludge (sludge for short) challenging ecological environment sustainability. Combustion can achieve sludge reduction and harmless treatment, but faces pollutant emission problems. This work explored gas emission characteristics of sludge co-combustion with coal in oxygen atmosphere. The results showed that sludge combustion in oxygen atmosphere could worsen SO2 and CO emission. The optimum desulfurization temperature for sludge combustion was 800 °C in oxygen atmosphere. Due to relatively low N and S contents in coal, NO and SO2 emission were significantly reduced when adding 25% coal in co-combustion. However, increasing oxygen content in oxygen atmosphere induced NO and SO2 emission in co-combustion. An oxygen atmosphere with 30% of oxygen content was recommended for co-combustion, which had less effect on emission performance and improved combustion performance.