Abstract: Coal is the main energy resource in China. The occurrence of coal and gas outburst, and rock burst in coal mines seriously impact the safety of coal production. Coal is a typical composite. The significant difference in mechanical properties among the components of coal can easily induce internal stress concentration under external stress disturbance. This may result in the instability and failure of coal and forming dynamic disasters in coal mines. This research focused on heterogeneous coal and studied the heterogeneous microstructures and mechanical properties of coal at the nano and micro-scale using micro-CT, scanning electron microscope, and instrumented nano and micro-indentation experiments. The experimental results indicated that: coal is composed of organics and multiple types of minerals with different mechanical properties. Minerals exist in coal as granular filling, filiform filling, and banded intrusion. The mineral content and structure were different among these mineral filling or intrusion areas. It led to the physical and mechanical heterogeneities of coal at the nano and micro-scale; The indentation experiments at the nano-scale could capture the mineral structures at mineral filling or intrusion areas and measure the individual mechanical parameters of minerals or organics. Their significant difference in mechanical properties could be identified by nano-indentation; The indentation experiments at the micro-scale could characterize the mechanical properties of a whole coal composite. The more mineral filling was, the stronger mechanical properties of a coal composite were. Moreover, the failure mode of a coal composite at the micro-scale depended on its mineral structure. The experimental results revealed the heterogeneous characteristics of the microstructures and mechanical properties of coal. The brittle failure induced by the special filiform structure of coal at the micro-scale was discussed. This study provides the fundamental understanding for the prediction and prevention of rock burst, coal and gas outburst during coal mining.