AbstractGrinding of coal in fuel oil for coal‐oil mixtures (COM) preparation is simpler and may give better slurry properties than dry grinding followed by dispersion in oil. A 42 weight percent slurry of 600–840 μm particles of Pittsburgh coal in #2, #4, and #6 fuel oils has been ground with the novel Szego mill. Particle size distributions at different residence times are reported down to a 10 μm median size, together with energy consumption data. Low mill hold‐ups and high rotational speeds enhanced the rate of g