One major cyclical environmental parameter within the underground mine space is the fluctuation of relative humidity, which varies daily and seasonally. Therefore, moisture and dust particle interactions are inevitable and indirectly control dust transport and fate. After being released into the environment, the coal dust particles stay there for a long period depending upon several parameters such as particle size, specific gravity, ventilation etc. Due to their smaller size, nano-sized coal dust particles could remain in the mine environment indefinitely while interacting with it. Correspondingly the primary characteristic of nano-sized coal dust particles could get modified. The nano-sized coal dust samples were prepared in the lab and characterized using different techniques. The prepared samples were allowed to interact with moisture using the dynamic vapor sorption technique. It was found that the lignite coal dust particles could adsorb up to 10 times more water vapor than the bituminous coal dusts. Oxygen content is one of the primary factors in deciding the total effective moisture adsorption in the nano-sized coal dust, with moisture adsorption proportional to the oxygen content of the coal. This means that lignite coal dust is more hygroscopic when compared to bituminous coal dust. GAB and Freundlich's models perform well for water uptake modeling. Because of interaction with atmospheric moisture, particularly swelling, adsorption, moisture retention, and particle size changes, such interactions will significantly change the physical characteristics of nano-sized coal dust. This will affect the transport and deposition behavior of coal dust in the mine atmosphere.