Pyrolysis involving gaseous carbon dioxide has been analyzed previously; however, pyrolysis behaviors of coal–liquid carbon dioxide (LCO2) slurries have not been examined yet. In this study, the effect of wet LCO2–coal feeding on pyrolysis and gasification behavior was examined and compared with that of dry coal feeding. The first wet feeding method comprised simultaneous mixing and supply of coal with LCO2. However, the second feeding supplied coal via liquid or gaseous CO2 introduction, which could simulate conventional dry feeding for coal transport applications. The product gas yield and kinetic rate were determined from pyrolysis experiments at two subcritical pressure conditions of CO2. The wet LCO2–coal feeding produced more CO gas yield than that of dry coal feeding, which is observed at low-pressure condition. The result for high-pressure condition further supports better pyrolysis behavior of wet feeding. This may be attributed to easy CO2 diffusion or change in coal structure resulting from LCO2 flash/evaporation process. The highest conversion of coal to product gases was observed with water–coal slurry, particularly for the high-pressure fixed-bed condition.