Sodium-ion batteries (SIBs) are regarded as promising alternatives to lithium-ion batteries for large-scale energy-storage applications owing to their abundant sodium resources, low material costs, and satisfactory safety performance. Coal-derived hard carbon features a plentiful raw-material supply, high carbon yield, and low fabrication cost. Nevertheless, insufficient development of closed pores severely restricts its reversible capacity, plateau capacity, and full-cell energy density. In this work, coal-derived hard carbons were synthesized by direct carbonization using coal precursors of different metamorphic ranks at diverse carbonization temperatures. A three-stage microcrystalline evolution mechanism and the corresponding closed pore formation mechanism of coal-derived hard carbon were revealed. Furthermore, multiple pretreatment routes including pre-carbonization, pre-oxidation (air and H₂O₂) and pre-activation (Na₂CO₃/CaCO₃) were coupled with high-temperature carbonization to efficiently tailor the closed pore structure of hard carbon. The structure-performance correlation and sodium storage mechanism of coal-derived hard carbon were systematically explored. The sample Na+Ca-800-1400 obtained via pre-activation coupled with high-temperature carbonization achieves the high closed pore volume of 0.211 cm³·g⁻¹ and wide closed pore size of 0.699 nm. It delivers an excellent reversible capacity of 302.1 mAh·g⁻¹ with a plateau capacity of 210.3 mAh·g⁻¹. The assembled full-cell realizes a high energy density of 242.0 Wh·kg⁻¹. This work establishes a closed pore regulation paradigm for coal-derived hard carbon through “pretreatment coupled with high-temperature carbonization”, and offers theoretical basis and technical support for the controllable fabrication of high-performance coal-derived hard carbon toward practical sodium-ion battery deployment.