Abstract: Existing studies on the pore structure of coal and its methane adsorption properties mainly focus on low-rank coal, medium-rank coal, and deep coal seams. However, studies on the pore structure characteristics of anthracite in the northern Guizhou coalfield and their influence on methane adsorption capacity are relatively limited. Moreover, due to the wide pore size distribution, complex morphology, and significant differences in connectivity, a single testing method is insufficient to comprehensively characterize the full pore-size structure of coal. To address these issues, anthracite from northern Guizhou was taken as the research object, and low-temperature CO₂ adsorption, low-temperature N₂ adsorption–desorption, and high-pressure mercury intrusion experiments were used to characterize micropores (pore size <2 nm), mesopores (2–50 nm), and macropores (>50 nm), respectively. Fractal theory was introduced to quantitatively analyze the experimental data, and the fractal dimensions of micropores, mesopores, and macropores were calculated to reveal the relationships among fractal characteristics, pore structure parameters, and methane adsorption capacity. The results showed that: ① the pore structure of anthracite in northern Guizhou was dominated by micropores and mesopores, with a relatively small proportion of macropores. The specific surface area of micropores accounted for 75.57%–80% of the total specific surface area, and their pore volume fraction was 48.28%–57.35%, making them the primary spaces for methane adsorption. Mesopores played an important transitional role in gas diffusion and migration. ② The fractal dimension of anthracite in northern Guizhou ranged from 2.241 to 2.892, indicating that the pore structure was highly heterogeneous. Micropores had lower fractal dimensions and smoother pore walls, whereas mesopores and macropores had higher fractal dimensions, more complex structures, and greater surface roughness. ③ The methane adsorption capacity of anthracite in northern Guizhou was jointly controlled by the degree of micropore development and pore complexity: the adsorption capacity was stronger when the micropores were more developed, and the fractal dimension was lower. When the pore structure became more complex and the fractal dimension was higher, the adsorption energy distribution became uneven, the number of effective adsorption sites decreased, and the adsorption performance weakened. ④ The Langmuir model fitting results showed that the ultimate methane adsorption capacity of anthracite in northern Guizhou was 25.141–33.922 cm³/g. Methane adsorption capacity was strongly influenced by micropores, increasing with the micropore specific surface area, pore volume, and fractal dimension.