During the early stages of combustion when bituminous coal particles are in a nearly single particle combustion environment, a surrounding mantle of volatile products is observed. The volatile cloud and the particle are emitting with bright luminosity, representing a single particle flame. These single particle flames were observed through a high speed video movie technique. The formation and the duration of the flame were found to be dependent on the gas environment such as temperature and oxygen concentration. This transient observation of visible flame formation was discussed along with modeling descriptions of a volatile flame based on the diffusion limited combustion.