Based on the coal seam of Zhao zhuang coal mine and Si he coal mine belong to Jin cheng anthracite Mining Group in Shanxi province, by using the self developed three axial servo controlled seepage equipment for hot fluid solid coupling of coal containing methane, parallel experiments for permeability of helium and methane under different gas pressures are carried out to quantitatively study the influence of Klinkenberg effects on the permeability of coal. Meanwhile, the problem of permeability decreasing caused by fluid pressure decreasing and gas desorption is eliminated by controlling the effective stress. The results show thatthe Klinkenberg effect is obvious under low gas pressure. With the increase of gas pressure, the permeability of coal decreases at first and then increases. The inflection points of gas pressure for Klinkenberg effect are about 0.9 MPa both for coal samples in Zhao zhuang coal mine and Si he coal mine. When the effective stress is constant, with the increase of gas pressure, the permeability increment caused by Klinkenberg effect decreases, while permeability increment caused by coal matrix shrinkage increases. Coal matrix shrinkage has a close relationship with the mechanical properties of coal rock mass. For the coal sample with a poor mechanical property, coal matrix shrinkage is more obvious.