Several coals, including Argonne Premium coal, were noncatalytically hydrogenated with or without water addition at 673 K to investigate the effect of added water on coal conversion. For comparison, similar experiments in nitrogen or undecane (n-C-11) were also carried out, as critical temperature of n-C-11 is similar to that of water. In nitrogen or hydrogen atmosphere, added water promoted coal conversions. But adding n-C-11 did not change or decreased the conversions. Especially added n-C-11 inhibited coal conversions in nitrogen for higher-rank coal. The conversion of coals, using nitrogen and water, increased with increasing carbon content of coals. On the other hand, while hydrogen and water were used, there existed no clear relationship between the coal conversion and carbon content of coals. Under pressurized hydrogen, the coals containing larger amount of pyrite gave significantly large conversions. There existed synergistic effect between hydrogen and water on the conversions of coals, and the effect was more obvious for the coals containing larger amount of pyrite. These results suggested that pyrite in coals acted as the catalyst and played an important role in synergistic effect between hydrogen and water on the conversion of coal.