Exploring the heat transfer and deformation characteristics of coal bodies of different coal ranks during the freeze-thaw process is of significant importance for analyzing the fracture mechanism under the effect of liquid nitrogen (LN2). This experiment targets lignite, bituminite, and anthracite under both saturated and dry conditions. A real-time temperature-strain monitoring system was employed to observe the heat transfer and deformation characteristics of coal samples with different ranks throughout the freeze-thaw cycle. Additionally, a nuclear magnetic resonance system was utilized to examine the characteristics of pore damage before and after fracturing. The findings reveal: (1) During the freeze-thaw process, the absolute value of the temperature evolution rate for dry coal samples shows a negative correlation with coal rank, indicating a close link between temperature diffusion and intrinsic coal properties like oxygen content and porosity. (2) For saturated coal samples, the absolute value of the temperature change rate during freezing decreases as the coal rank increases, with the opposite trend observed during thawing. The phase change effect of water in fractures during freezing can enhance internal temperature diffusion in the coal body, while it acts as an inhibitor during thawing. (3) Based on the trend of strain fluctuations, the coal body deformation process during the freeze-thaw cycle can be segmented into seven stages, summarizing the general mechanisms of deformation failure. (4) Under saturated conditions, the amplitude of elastic deformation for each sample is negatively correlated with coal rank, with the sequence for dry coal samples being bituminite > anthracite > lignite. (5) The formation of a sealed space at the beginning of freezing is identified as a necessary condition for deformation during the freeze-thaw process, with the formation and strength of the sealed space depending on the temperature diffusion rate, moisture content, and inherent properties of the coal sample.