There are important theoretical and scientific benefits to identify natural mineral earthquake and blast accurately to ensure the safety of mining. In the paper, we studied the wave characteristics of natural mineral earthquake and blast in a coal mine based on the Hilbert–Huang transform (HHT) method. Results show that the dominant frequency of natural mineral earthquake wave is 20Hz, which is lower than the other frequency bands. The blast wave frequency is relatively complex and its dominant frequency is 140Hz, which is higher than the other frequency bands. The natural mineral earthquake wave amplitude is 50mV and the blast signal amplitude reaches up to 250mV. However, the decay rate of natural mineral earthquake wave is slower than the blast wave. Both of them could be decomposed into 9 intrinsic mode functions (IMFs) by empirical mode decomposition (EMD). c2, c3, c4 and c5 are the main part of the natural mineral earthquake wave; while c2, c3, and c4 are the main part of the blast wave. These IMFs contain most of the signal energy and belong to the advantage part of the original signal. Besides, the instantaneous energy duration of natural mineral earthquake wave is longer, its peak energy arrival time is earlier and decay rate is slower, while the value is lower. The natural mineral earthquake wave Hilbert energy distributes in the sampling points 600–1200, frequency less than 50Hz, and the energy peak 100 is at 25Hz. By contrast, the blast wave Hilbert energy is concentrated on the sampling points 600–800, frequency around 50Hz and 140Hz, and the energy peak 170 is at 140Hz.