Abstract: Deep unmineable coals are considered as economic and effective geological media for CO2 storage and CO2 enhanced coalbed methane (CO2-ECBM) recovery is the key technology to realize CO2 geological sequestration in coals. Anthracite samples were collected from the Qinshui Basin and subjected to mercury intrusion porosimetry, low-pressure CO2 adsorption, and high-pressure CH4/CO2 isothermal adsorption experiments. The average number of layers of adsorbed molecules (ANLAM) and the CH4/CO2 absolute adsorption amounts and their ratio at experimental temperatures and pressures were calculated. Based on a comparison of the density of supercritical CO2 and supercritical CH4, it is proposed that the higher adsorption capacity of supercritical CO2 over supercritical CH4 is the result of their density differences at the same temperature. Lastly, the optimal depth for CO2-ECBM in the Qinshui Basin is recommended. The results show that: (1) the adsorption capacity and the ANLAM of CO2 are about twice that of CH4 on SH-3 anthracite. The effect of pressure on the CO2/CH4 absolute adsorption ratio decreases with the increase of pressure and tends to be consistent. (2) A parameter (the density ratio between gas free and adsorbed phase (DRFA)) is proposed to assess the absolute adsorption amount according to the supercritical CO2/CH4 attributes. The DRFA of CO2 and CH4 both show a highly positive correlation with their absolute adsorption amounts, and therefore, the higher DRFA of CO2 is the significant cause of its higher adsorption capacity over CH4 under the same temperature and pressure. (3) CO2 adsorption on coal shows micropore filling with multilayer adsorption in the macro-mesopore, while methane exhibits monolayer surface coverage. (4) Based on the ideal CO2/CH4 competitive adsorption ratio, CO2 storage capacity, and permeability variation with depth, it is recommended that the optimal depth for CO2-ECBM in the Qinshui Basin ranges from 1000 m to 1500 m.