The invention relates to a device for measuring the volatility and volatile components of coal. The device comprises a first closed box body, a closed container used for storing a to-be-tested sample is arranged in the first box body, the container is connected with a gas-phase balance bag outside the first box body through a connecting pipe, and the container is further connected with a sampling bag through a connecting pipe; the sampling bag is located in a second box body, and the second box body is connected with a negative pressure pump through a connecting pipe; valves are arranged on the connecting pipe between the container and the sampling bag and on the connecting pipe between the second box body and the negative pressure pump respectively; the first box body is provided with a constant-temperature control device. Through a closed space, the volatilization condition of the coal can be simulated without external interference; the volatile gas is collected and detected to obtain the types and the contents of the volatile gas in the coal, detection results are accurate and reliable, and a theoretical foundation is provided for optimizing the condition of coal storage, so that pollution caused by coal volatilization to air is reduced. The device is simple in structure, convenient to operate and worthy of popularization.