In most operating coal-cleaning plants, a significant amount of pyrite is recovered in the froth during flotation of high-sulfur coal. This pyrite recovery is commonly believed to be a result of pyrite particles floating due to hydrophobicity. However, even though a wide range of pyrite depressants have been reported over the years, there is no use of these depressants for industrial coal flotation, which suggests that the mechanism of pyrite flotation is not properly understood. In order to reduce the pyrite recovery during flotation, it is first necessary to identify the primary recovery mechanism, so that the appropriate method for correcting the problem can be selected, In this paper, it is shown that flotation of liberated pyrite due to its intrinsic hydrophobicity is not an important mechanism for recovery of pyrite from freshly ground coal, and that the bulk of the floated pyrite reaches the froth either as a result of simple entrainment or by mechanical locking with floatable coal particles. The experiments were carried out using both a conventional flotation cell, and a horizontally baffled flotation column.