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In order to explore the effect of oxygen concentration on the exothermic characteristics of coal spontaneous combustion (CSC), the coal exothermic reaction process under different oxygen concentrations was analyzed with the aid of synchronous thermal analyzer. Moreover, the Gaussian function was adopted to perform the multimodal fitting for the oxidation exothermic stage of CSC, and the kinetic calculation of the fitting results was carried out. The following research results were obtained. Oxygen-depleted conditions can reduce the heat release of coal, delay the occurrence of the characteristic temperature point and prolong the reaction time. The coal oxidation exothermic process results from the superposition of three reaction mechanisms, namely oxidative decomposition, gas-phase combustion and solid-phase combustion, which are all inhibited under oxygen-depleted conditions. Besides, oxidative decomposition and gas-phase combustion tend to convert to solid-phase combustion under oxygen-depleted conditions. The apparent activation energy and the pre-exponential factor of coal are reduced as the oxygen concentration decreases. The CSC reaction intensity declines under oxygen-depleted conditions, so CSC can be suppressed by reducing the oxygen concentration. Nevertheless, under oxygen-depleted conditions, CSC lasts longer and is more difficult to extinguish. In addition, coal that is hard to spontaneously combust is also difficult to be extinguished. This research conduces to the study on CSC mechanism and the prevention and control of CSC hazards under oxygen-depleted conditions.