This work focuses on the behaviours of anthracite under differential cyclic loading (DCL), also examining the impact of wet and dry cycles on behaviour of coal pillars in coal mine based underground water reservoirs (CMUWR). Seven sets of coal samples and processed coal flakes were subjected to wet and dry treatments. Mechanical tests were conducted using two DCL paths (rapid loading and slow unloading and vice versa). Several parameters, incl. Poisson’s ratio, damping ratio, strain growth rate, and phase shift were analysed. Compared to slow loading and fast loading demonstrated higher damping ratio, strain growth rate, hysteresis ratio, and hysteresis time probability distributions. Moreover, the number of cracks and crack widths observed after wet and dry cycling of the flakes were directly proportional to the number of wet and dry cycles undergone. These findings provide valuable insights for design and safety considerations in coal pillar dam stability within underground reservoirs. By understanding the mechanical properties of coal under wet and dry cyclic loading, engineers and researchers can make informed decisions to enhance the stability and safety of coal pillar dams.