To enhance the combustion heat recovery efficiency of coal gasification fine slag (CGFS), this study investigated the effects of coals with different degrees of coalification on the combustion characteristics of CGFS using thermogravimetric analysis (TGA), tube furnace, and bubbling fluidized bed testing equipment. TGA results showed significant differences in the combustion behavior of lignite and CGFS, with distinct “phased combustion” characteristics during co-combustion. With the increasing proportion of raw coal, both ignition temperature (T_i) and burnout temperature (T_b) decreased significantly. Simultaneously, comprehensive combustion characteristic index (S), burnout index (D_b), and flammability index (C) exhibited an overall upward trend, which suggests that the incorporation of raw coal substantially enhances the combustion performance of CGFS. With the increase in raw coal rank, the co-combustion interaction transitions from an antagonistic to a cooperative one. The fitting results of Flynne-Walle-Ozawa (FWO) and Kissinger-Akahira-Sunose (KAS) indicate that the addition of raw coal significantly reduces the average activation energy of the mixed system. The evaluation of tube furnace burnout results indicates that the combustion rate of the mixed coal system is lower than that of any single component when lignite and bituminous coal are added. However, anthracite enhances the combustion rate via a synergistic effect. In addition, the elevated heating rate not only intensifies combustion by mitigating the thermal lag effect but also markedly enhances burnout performance through the promotion of sustained volatile and fixed carbon release. The results of the fluidized bed combustion test indicate that high volatile matter content contributes to more efficient combustion. However, due to the high fixed carbon content, anthracite presents a pronounced energy barrier during the carbon-oxygen reaction in the ignition phase, thereby limiting its combustion efficiency.