Abstract An oxidized fine coal sample with high sulphur content was subjected to oil agglomeration process in order to determine the effect of coal particle size (−0.5, −0.25, −0.125mm) on the performance of the process at different oil dosages (5, 10, 15, 20%). Maximum combustible recovery, ash rejection, pyritic sulphur rejection and sulphate sulphur rejection were achieved to be 75.23%, 97.56%, 99.23% and 98.15%, respectively. Increase in coal particle size affected the ash and pyritic sulphur rejections adversely. However, higher combustible recovery was obtained at coarser coal particle sizes. Scanning electron microscopy-energy dispersive spectroscopy (SEM-EDS) analysis and polished section examination of feed coal, clean coal and tailings support the success in rejection of considerable amount of ash and sulphur sources from the coal. Microscopic examination also showed an increase in agglomerate size with increases in coal particle size and oil dosage.