CO, H2, and other combustible gases will be produced during coal oxidation in coal mines, which will increase the risk of explosion when mixed with methane. Therefore, it is very important to understand the production characteristics of combustible gas during coal oxidation. In this paper, a programmed temperature gas test system is built to study the impact of lignite on the production of gases at different particle sizes and temperatures, and the release characteristics of gases are also analyzed. The result shows that the production of combustible gas is influenced by the coal particle size significantly when the temperature is above 200 °C, and it decreases as the particle size increases. CO is the main gas during the early stage of coal spontaneous combustion, and the release of CH4 and H2 increases after 300 °C. The fitted equations of gas generation and temperature are consistent with the experimental results. The research results are helpful in understanding the hazards of coal spontaneous combustion and have a certain guiding significance for coal mine monitoring and prevention of coal spontaneous combustion.