Underground in-situ pyrolysis of coal is a new trend in the utilization of coal resources in the future. It is especially critical to investigate the coal pore-fissure structure, its spatial distribution and connectivity under different pyrolysis methods, and the existing studies on the pore-fissure structure parameters of coal after pyrolysis are in non-stress condition and lack of the comparison of pore-fissure structure parameters under different pyrolysis methods. Based on the above deficiencies, using the self-made triaxial testing machine of thermo-fluid-mechanical-chemical coupling at high temperature and pressure, combined with the micro-CT technology, the fissure structure differences of bituminous coal under the conditions of natural and steam in-situ pyrolysis (600 ℃) were investigated, and then the mechanism of the differences was explored. The results show that ① After the natural and steam in-situ pyrolysis at 600 °C, the fissure forms generated inside the coal sample are mainly slender cracks and holes, and the fissure scale is further improved after steam pyrolysis. The fissure network is more abundant and complex. ② Under the stress condition of 5 MPa axial pressure and 3 MPa confining pressure, after natural pyrolysis, the fissure rate is 2.68 times of the original fissure rate. However, after steam pyrolysis, the fissure rate is 3.65 times of the original fissure rate, and the fissure rate of each layer is more uniform. ③ Steam pyrolysis makes the bituminous coal heated evenly, with large heat exchange area and more adequate pyrolysis of organic matter. The displacement effect ensures the continuous production of pyrolysis products. The local stress effect of pore pressure not only expands the original pore-fissure volume, but also destroys the weak surface of pore wall, which greatly increases the pore connectivity. The steam denudation effect will “scour and transport” the tar with high viscosity attached to the blind fissures out of the coal body. Hydrogen-rich environment promotes the cracking of heavy tar and enhances the fluidity of oil. ④ There are large differences in the fissure rate and fissure morphology between in-situ and non-stress of coal pyrolysis. Steam pyrolysis is the optimal heating method for the engineering practice of in-situ thermal injection coal mining.