Coal swelling because of methane and carbon dioxide was measured by the volumetric method in isothermal and non-isothermal conditions. These investigations are of key importance in the context of potential CO2 sequestration in deep unmined coalbeds. Changes of the temperature underground may disturb the adsorption balance, leading to volumetric processes in the coal strata (swelling or shrinking), which can give rise to leaks and gas desorption toward the ground surface. The isothermal results show that the strain exhibited by a coal sample during CO2 sorption is about twice that of CH4. The liner strain kinetics also show that the swelling of the sample when exposed to both gases is anisotropic and greater in the direction perpendicular to the bedding plane than parallel to it. In the case of the non-isothermal process, the pattern of dilatometric processes seems to be different. The temperature increase gives rise to the sample swelling when exposed to methane, yet the presence of CO2 leads to sample contraction, which can be attributed to the different mechanisms involved in CO2 deposition. CO2 accumulated in pores undergoes a rapid phase transition as a result of capillary condensation, leading to rapid desorption and, in consequence, shrinking of the coal sample.