The exploitation of coal is an important resource to generate energy worldwide. However, during the processes of coal extraction, transport, and cargo, dust particles are released into the environment. The aim of this study was to determine the toxicological effects of bituminous coal dust (<38 µm), obtained from a sample collected in a coal mine in Colombia, on the annelid Eisenia fetida. The earthworm culture was standardized under laboratory conditions to evaluate mortality, as well as morphological, physiological and histological changes using concentrations varying from 1 to 4% w/w coal dust in artificial soil, after 7, 14, and 28 days of exposure. In addition, an avoidance assay was carried out after 48-h treatment. Histopathological analysis was performed at the end of the experiment. After the sub-chronic exposure, an increase in mortality was observed at the highest coal dust concentration compared to the untreated group. Alterations in morphology and physiology of the exposed annelids were mostly evidenced at the greatest tested concentrations (3–4%) and exposure times (≥14 days). Changes included loss of weight and color, abundant mucus production, constriction, peeling of the epidermis, clitellum involution, violent movements and lethargy. Avoidance of coal dust-polluted soil followed a concentration-response relationship. Histopathological findings revealed changes on the cuticle, as well as in the circular and longitudinal muscle layers in animals living in soils containing 3 and 4% coal particles. In short, E. fetida exposed to coal dust experienced several pathological changes, suggesting that this pollutant may induce population problems in macroinvertebrates present in coal mining areas.