In this study, the effect of scattering caused by particle diameter on the quantitative analysis of pre-oxidized coal applying terahertz (THz) was investigated by Synchronous Thermal Analysis, THz time-domain spectral (THz-TDS), and Scanning Electron Microscopy. Through analysis of the characteristic temperatures of coal, the combustion process of coal was divided into water evaporation, oxygen absorption, and spontaneous combustion process. The THz-TDS experiments in the range 0.5–1.25 THz showed regular variation in the refractive index and the extinction coefficient of coal. Some characteristic temperatures locate at the inflection points of the imaginary component of the dielectric constant and the extinction coefficient of coal. Moreover, similar trend was observed in the imaginary component and the extinction coefficient of coal with increasing pre-oxidation temperature. The intrinsic absorption of coal and the scattering caused by coal, air void, and high-density polyethylene (HDPE) attenuate the THz wave. The extinction coefficient of coal is remarkably correlated linearly with coal particle size of diameter more than 180 mesh before 225 °C. When coal particle size is less than 180 mesh, the extinction coefficient of coal showed a relatively small change with decreasing coal size. The relationship between the extinction coefficient of coal and coal size is low after 225 °C. This study demonstrated the capability of THz to identify the pre-oxidized coal and showed decreased scattering impact on the THz results.