Underground coal gasification (UCG) is a clean coal mining technology without significant environmental impacts. This technology can also be used in deep, hard-to-reach seams or deposits affected by tectonic disturbances, where conventional mining is impossible. Several techniques and methods have been investigated worldwide to support the process control of UCG. Global research focuses on the control of UCG operating parameters to stabilize or to optimize the performance of the underground reactor during energy conversion. This paper studies recent research in the field of UCG control and compares individual control techniques and possibilities for practical application. The paper focuses on advanced control methods that can be implemented in an in situ control system (e.g., adaptive control, extremum seeking control, and robust control). The study investigates control methods that ensure desired syngas calorific value or maximization. The review showed that robust control techniques such as sliding mode control and model predictive control have the most significant potential, and achieve the best results despite their complexity. In addition, some methods have been investigated through simulation or experimentally. The paper aims to give the reader an overview of the given issue and to alert the practice to recent research in the given area.