The phenomena of a single coal particle in an acoustic levitation field both cold and hot state are investigated by digital holography. Particle size and three-dimensional location of the same coal particle both cold and hot state are obtained using wavelet transformation for the reconstruction of holograms recorded by charge coupled device (CCD). The key point is to analyze the phenomenon of volatile release and particle breakage of coal particle irradiated by CO2 laser. Results show that the volatile separates out only in the vertical direction, especially in sharp corners. And the pieces after being broken apart differed in both dimensions and position, particularly distance in z axis. The combustion rate of heated particle is computed through particle size change over time. In addition, the z position change over time of heated particle is presented. The experimental results indicate that digital holography is a feasible tool for the measurement of flaming coal particles in acoustic levitation field. It is proved to be a powerful method for researching the combustion characteristics of coal particle.