This study aimed to unveil the correlation between the changes in active groups and thermal effects during the spontaneous coal combustion under prolonged ultraviolet (UV) irradiation. In situ Fourier transform–infrared spectroscopy (FTIR) and microcalorimetry (C80) experiments were conducted. Thermodynamic analysis, Pearson's correlation analysis, and Grey Relational Analysis (GRA) were employed to analyze the raw coal (R0) and the coal after UV irradiation for 3, 6, 9, and 12 months (R3, R6, R9, and R12). The results indicated that UV irradiation promotes the generation of Ar-CH, –CC-, CO, and –OH, while causing the consumption of –CH3. This promoting effect gradually increases within the first 6 months and then diminishes after 6 months. A thermodynamic analysis revealed a consistent trend in the apparent activation energy during Stages I and II, where R0<R12<R3<R9<R6. This result suggests that UV exposure promotes coal–oxygen reactions. In the correlation analysis, it was observed that the key active groups for R0 and UV-irradiated coal are not consistent across different stages, with –OH and –CO identified as the key active groups in Stages I and II of UV-irradiated coal, respectively. The correlation between –OH and –CO exhibits a distinct stage-wise variation with prolonged UV exposure.