The temperature experiment and lithologic analysis were conducted on the samples obtained in the underground coal spontaneous combustion area to study the mechanisms of how rock magnetic value changes with the temperature. The magnetic value, iron-containing oxides percentage and structure changes of the samples in different temperatures were tested to analyze the characteristics and changing rules of the samples. The results are as follows: temperature changing causes the changes of magnetic value; the magnetic value changes very small below 400 degrees C, and increases with temperature before it reaching the Curie temperature; magnetism of the samples vanishes when the temperature beyond the Curie temperature; magnetic values of samples increase obviously when they are cooled below the Curie temperature, and it is higher than being heated before. The changes of magnetic value are dominated by mineral content and structure in Iron-containing oxides, such as Pyrite, hematite, siderite, limonite etc. The content of ferromagnetic mineral in rock samples increase obviously by heating samples to 700 degrees C and cooling it to normal temperature. The structure of mineral is changing in the experiment and the size of particle is smaller than the before as well. Generally, the particle size is 10 similar to 150 mu m. which belong to Multidomain structure (MD), with some of them belong to Single-domain structure. The main reason for magnetic value increase is that new ferromagnetic mineral (pyrite, hematite, siderite, limonite etc.) was created from few Iron-contained mineral when the temperature is increased. The research above is significant to explain the magnetic abnormally in coal spontaneous combustion area.