The stabilization mechanism of a turbulent lifted pulverized coal jet flame in a heated coflow is investigated by means of three-dimensional direct numerical simulation. The coal particles are tracked in the Lagrangian frame with experience of moisture evaporation, volatile releasing, and carbon combustion. The devolatilization process is modeled with a competing two-step model, and the carbon reaction is described by a single-film model. It is found that the mean velocities for the gas-phase and particles can develop into self-similar profiles, while the fluctuation velocities have not achieved the self-similar status. The turbulence can be enhanced by ignition and combustion processes. By investigating the correlations among the temperatures, heat release rate, and devolatilization rate, it is found that autoignition of the volatile is the key mechanism responsible for coal flame stabilization under the present condition. The heating effects from the stripe flames in the shear layers, heated coflow, and flame base upstream can also contribute a larger convection term in the temperature equation near the jet center and create a favorable environment for the formation of a stable flame base there. The local gaseous convection along with the flame propagation and particles' movements can cause the downward migration of the flame stabilization point. The migration of the flame base along with the formation of a new flame base upstream due to the autoignition forms a cycle and the coal flame can burn stably.