Coal abatement actions for pollution reduction often target total coal consumption. The health impacts of coal uses, however, vary extensively among sectors. Here, we modeled the sectorial contributions of coal uses to emissions, outdoor and indoor PM2.5 (particulate matter with an aerodynamic diameter of less than 2.5 mm) concentrations, exposures, and health outcomes in China from 1970 to 2014. We show that in 2014, residential coal accounted for 2.9% of total energy use but 34% of premature deaths associated with PM2.5 exposure, showing that effects were magnified substantially along the causal path. The number of premature deaths attributed to unit coal consumption in the residential sector was 40 times higher than that in the power and industrial sectors. Emissions of primary PM2.5 were more important than secondary aerosol precursors in terms of health consequences, and indoor exposure accounted for 97% and 91% of total premature deaths attributable to PM2.5 from coal combustion in 1974 and 2014, respectively. Our assessment raises a critical challenge in the switching of residential coal uses to effectively mitigate PM2.5 exposure in the Chinese population.