Coal dust explosion accidents often cause substantial property damage and casualties and frequently involve nano-sized coal dust. In order to study the impact of nano-sized coal on coal dust and methane–coal dust explosions, a pipe test apparatus was used to analyze the explosion pressure characteristics of five types of micro-nano particle dusts (800 nm, 1200 nm, 45 μm, 60 μm, and 75 μm) at five concentrations (100 g/m3, 250 g/m3, 500 g/m3, 750 g/m3, and 1000 g/m3). The explosion pressure characteristics were closely related to the coal dust particle size and concentration. The maximum explosion pressure, maximum rate of pressure rise, and deflagration index for nano-sized coal dust were larger than for its micro-sized counterpart, indicating that a nano-sized coal dust explosion is more dangerous. The highest deflagration index Kst for coal dust was 13.97 MPa/(m·s), indicating weak explosibility. When 7% methane was added to the air, the maximum deflagration index Kst for methane–coal dust was 42.62 MPa/(m·s), indicating very strong explosibility. This indicates that adding methane to the coal dust mixture substantially increased the hazard grade.