The majority of Turkish bituminous coal resources are located in the Zonguldak Basin. The Carboniferous coal seams in the Alacaağzı, Kozlu, and Karadon formations have received interest. However, the detailed mineralogical compositions of clayey sedimentary rocks in coal-bearing sequences in the basin have been limited. This study aims to investigate vertical variations of mineralogical compositions of Carboniferous and Early Cretaceous clayey sedimentary rocks cored in the two-deep exploration wells (K20/K and K20/H) from the Kozlu coalfield using XRD and SEM-EDX analyses data. In addition, a special interest is also given to tonstein layers identified within the Kozlu and Karadon formations. The XRD analyses revealed that the quartz and clay minerals are the main components, and the latter is generally the dominant phase in all studied formations. Besides, clay fraction minerals (chlorite, illite/mica, and kaolinite) are common, while illite/smectite mixed-layer clay mineral is only identified in the two samples. The tonstein samples display similar mineralogical compositions to other samples, while several accessory minerals (e.g., apatite, baddeleyite, monazite, and zircon) are also present. Furthermore, calcite, dolomite, and hematite are mainly observed from the Early Cretaceous samples of the Zonguldak Formation. The vertical distributions of quartz and clay fraction minerals are variable throughout the studied two exploration wells. The vertical variations of clay fraction mineral illite/mica could be mainly related to changes in clastic influx from the basement, while kaolinite seems to be controlled by synchronous volcanic inputs during the Carboniferous. This could also be evident by the predominance of kaolinite and associated volcanogenic mineral grains in tonstein samples. The common presence of carbonate minerals in the Zonguldak Formation is clearly related to shallow marine depositional conditions, while hematite in the reddish mudstone and claystone samples of this formation could be related to short-term terrestrization during the Cretaceous or afterwards.