Understanding the sources of mercury (Hg) in coal is crucial for understanding the natural Hg cycle in the Earth's system, as coal is a natural Hg reservoir. We conducted analyses on the mass-dependent fractionation (MDF), reported as δ202Hg, and mass-independent fractionation (MIF), reported as Δ199Hg, of Hg isotopes among individual Hg species and total Hg (THg) in Chinese coal samples. This data, supplemented by a review of prior research, allowed us to discern the varying trend of THg isotope fractionation with coal THg content. The Hg isotopic composition among identified Hg species in coal manifests notable disparities, with species exhibiting higher thermal stability tending to have heavier δ202Hg values, whereas HgS species typically display the most negative Δ199Hg values. The sources of Hg in coal are predominantly attributed to Hg accumulation from the original plant material and subsequent input from hydrothermal activity. Hg infiltrates peat swamps via vegetation debris, thus acquiring a negative Δ199Hg isotopic signature. Large-scale lithospheric Hg recycling via plate tectonics facilitates the transfer of Hg with a positive Δ199Hg from marine reservoirs to the deep crust. The later-stage hydrothermal input of Hg with a positive Δ199Hg enhances coal Hg content. This process has resulted in an upward trend of Δ199Hg values corresponding with the increase in coal THg content, ultimately leading to near-zero Δ199Hg in high-Hg coals. Coal Hg reservoirs are affected by large-scale natural Hg cycling, which involves the exchange of Hg between continents and seas.