Theoretical and experimental data on the concentrations of methane in different phase states in the porous structure of coals from the Donets Basin are reported. On the saturation of coal samples with methane, the natural conditions of the occurrence of methane in coal beds were simulated for the equilibrium coal–gas system. The amounts of methane dissolved in a solid matrix and adsorbed on the pore surfaces of coal matter were measured by broad-band NMR spectroscopy. The values obtained did not exceed 20% of the total methane absorbed by the sample in an equilibrium state at a pressure of 10 MPa. Sorbed methane was the predominant phase state only upon the opening of a high-pressure chamber after the emission of methane from filtration channels.