The study of burnt rocks is beneficial to the discussion on the tectonic movement, paleoclimate and paleogeography that coal seams are subjected to after they were formed. In order to obtain the basic data on the features of the burnt rocks, a systematic study of petrology and REE geochemistry on burnt rocks in Shenmu, Northern Shaanxi Province has been done, using the methods of SEM, EDS, susceptibility measurements and ICP-MS. The burnt rocks are divided into two series in the section: the melted rocks and the baked rocks. SEM and EDS analyses reveal that all the minerals show burnt and melted traces, and there are no clay minerals except illite found in the burnt rocks. Susceptibility measurements reveal that the burnt rocks have abnormally high susceptibility values, whereas a geochemical analysis shows that the REE distribution pattern of burnt rocks is similar to that of sedimentary rocks (initial rocks). In the longitudinal section, with increasing degree of burning (from baked rocks to melted rocks), the SREE gradually decreases, and the total REE of melted rocks is obviously lower than that of baked rocks. Besides, the melted rocks show apparent negative Ce anomalies, while the baked rocks show no anomaly of Ce, and sometimes even show positive anomalies.