The fragmentation nature of large (1-4 mm) granular anthracites and bituminous coal particles was examined experimentally in a high-temperature drop tube furnace. The influence of operating parameters such as furnace temperature, residence time and physical properties (carbon content, moisture content, ash level and volatile matter) of coal on the fragmentation process is reported. The extent of fragmentation increases with furnace temperature and particle size. Fragment counts indicate extensive fragmentation for short residence times. Further, the number of fragments tends to reduce with time for smaller particles, while the number of fragments remains high for larger particles. The differing rates of fragmentation and extinction between the different sized particles are found responsible for this behavior. Essentially, small particles tend to have higher extinction rates at later stages, while small fragments produced at an early stage burn out and are not replaced by further fragmentation of the bigger fragments produced from the initial fragmentation. A model based on the initial failure due to internal thermal stresses induced during heat up is proposed for these large particles. The location and time at which fragmentation occurs is determined theoretically by analysis of stresses within particles with failure occurring when stresses exceed particle-failure strengths. The model provides similar overall trends of fragmentation as found experimentally.