Abstract: In order to study the internal relationship between coal price and coal mine safety accidents, this paper selects factory price of coal mining and coal washing industry index as coal price index, selects the millions tons of coal mine deaths as the index of coal mine safety accidents.Vector auto regression model, impulse response function and variance decomposition method are applied to analyze the correlation between coal price and coal mine safety accidents in 2005-2016.The results show that the co-integration relationship between the coal price and coal accidents, and it is long-term and stable of the effect of coal price on coal mine safety accidents; according to the results of impulse response function, the positive impact of coal price fluctuation on coal mine safety accidents is obvious, the increase of coal price can reduce the coal mine safety accidents; according to the analysis of variance decomposition, coal price have the impact on coal mine safety accidents, but not the major, and coal mine safety accidents are affected by their own influence factors.