In this study, an experimental investigation was presented on the oxidation behaviors of bituminous coal for different inert gases (N2 and CO2) at different concentrations (oxygen concentration indexes 21%, 18.4%, 15.8%, and 13.1%) using a temperature-programmed experimental device. The purpose of this research was to examine the oxidation patterns of bituminous coal under different inert conditions. The results showed that: (1) the oxidative heating of the coal underwent two stages: an initial slow heating stage and a fast heating stage. The injection of both inert gases would result in a delay in the crossing point temperature (CPT) of the coal, but the injection of N2 resulted in greater delays in the CPT of the coal; (2) the injection of both N2 and CO2 inhibited the concentrations of CO and alkane/olefin gases produced from the oxidative heating of the coal, with CO2 displaying higher inhibition efficiencies than that of N2; (3) Under a non-inerting environment, the C2H4 and C2H6 generation temperatures were 110 °C and 100 °C. Under an inerting environment, when N2 was injected, the higher the N2 concentration, the higher the initial C2H4 and C2H6 generation temperatures; when CO2 was injected, the higher the CO2 concentration, the lower the initial C2H4 and C2H6 generation temperatures; and (4) under a non-inerting environment, the C3H8 generation temperature was 90 °C; and when an inert gas was injected, there was a hysteresis in the C3H8 generation temperature for all concentrations. The above research results can be used to predict the spontaneous combustion of residual coal in an inert environment and prevent fires.