The supply shortage of rare earth elements (REEs) for use in numerous high-tech applications has become an incentive for the prospecting of REEs from coal and coal discard. In this study, an optimised leaching process for the recovery of REEs from coal using the Design Expert (DOE) is reported. Response surface methodology (RSM) was used to investigate the effect and to determine the optimal leaching parameters for the two non-calcined coal samples. An optimised REE leaching recovery of 18.95% and 41.35% was obtained for the non-calcined Run-of-Mine (ROM) coal and discard coal, respectively. This optimised recovery was obtained as the HCl concentration increased from 0.5 M to 2 M, leaching temperature increased from 30 °C to 50 °C, whilst the solid:liquid ratio decreased from 40 g/L to 10 g/L. Statistical analysis indicated that the leaching parameters studied were important and controlled the REE leaching recovery model. Optimisation results also indicate that the calcined coals at 700 °C have the highest leaching recovery of 94.73% (ROM) and 98.17% (discard), respectively. Calcination also increased the concentration of REEs in the ROM sample from 225 ppm to 347 ppm and discarded the sample from 245 ppm to 363 ppm at 700 °C. Given the effect of the lixiviants investigated, the leaching efficiency of HClO4 for REE recovery was significantly lower than HCl and HNO3 under optimal leaching conditions. The discard coal used in this study had a significantly higher potential for REE recovery than ROM coal because it had a higher REE abundance and greater recovery.