Chemical looping combustion (CLC) has fast developed as an attractive technology for clean utilization of coal as well as inherent CO2 separation at the low energy penalty. Increase of the system pressure has been acknowledged as one of the effective measures in CLC for sufficient conversion of coal along with affiliated benefits for CO2 sequestration, but the complex consequences as incurred should be well considered. In this research, reaction of a typical Chinese bituminous coal of high sulfur content (designated as LZ) with CuFe2O4 combined oxygen carrier (OC) within 0.1–3.0 MPa in the CO2 atmosphere was systematically investigated, with focus on the effect of the system pressure to the conversion of LZ coal, transfer of the oxygen involved in CuFe2O4, sulfur evolution and redistribution. Sequential reactions of CuFe2O4 with the volatiles emitted from pyrolysis of LZ coal and further reaction with the released gasification products and residual char were accomplished, which was beneficial to overcome the mass transfer limitation of the reducing gases evolved from LZ coal to OC under the pressurized conditions and alleviate the inhibition effect resulting from accumulation of the transferred reactive gases around the surroundings of OC. And thus, under the pressurized conditions, improved conversion of LZ coal was reached by oxidization of more intractable C-C/C-H groups to oxygen bound carbon groups. Meanwhile, deep reduction of the added CuFe2O4 occurred with deficient Fe3O4 at the lower valence being formed, which would interact with the silicon minerals present in LZ coal to form various iron silicates. Furthermore, sulfur evolution from coal was found to directionally interact with the reduced CuFe2O4 to mainly form solid Cu2S due to their high combination potential. And deeper reduction of Cu2S was instigated especially at 3.0 MPa with Cu1.8S formed, and the total solid sulfur fraction was increased with the elevated system pressure. Overall, comprehensive information on the interaction of coal of high sulfur content with CuFe2O4 under the extended pressurized conditions around 0.1–3.0 MPa was provided, which would be meaningful for the realistic pressurized CLC in the future.