This paper presents results of experiments performed at a 20 kW once-through combustion rig of the Institute of Combustion and Power Plant Technology (IFK) of the University of Stuttgart. A methodology to investigate oxy-fuel process configurations was used in which impurities were injected to the oxidant gas of the once-through reactor to simulate different extents of oxy-fuel recycle gas treatment. Three Australian coals, which had previously been tested in the Aioi furnace of IHI in Japan, were used in the experiments. A comprehensive set of total (Hg-tot), elemental (Hg-0), and oxidized (Hg2+) mercury concentrations was measured for various air and oxy-fuel combustion conditions. These data enable an evaluation of process parameters that influence the Hg emissions of an oxy-fuel combustion process. A theoretical mass balance between Hg fed to the process (fuel and Hg-0 injection) and Hg measured before the filter matched well, indicating that no mercury was captured by fly ash at high temperatures. The capture of Hg-0 and oxidized Hg2+ by ash in a baghouse filter has been determined for all experiments. Measured Hg concentrations show an increase when switching from air to oxy-fuel operation for all investigated coals and oxy-fuel settings, even when no additional Hg-0 is injected to the oxidant gas. Moreover, the Hg2+/Hg-tot ratios in the flue gas are higher during oxy-fuel combustion. The Hg capture by ash in the baghouse filter has been found to reduce the Hg emissions considerably. Reduction rates in a range between 18 and 51% for air and between 11 and 29% for oxy-fuel combustion were observed.