CO2-enhanced coalbed methane recovery (CO2-ECBM) has been demonstrated as an effective enhanced oil recovery (EOR) technique that enhances the production of coalbed methane (CBM) while achieving the goal of CO2 sequestration. In this paper, the grand canonical Monte Carlo simulation is used to investigate the dynamic mechanism of CO2-ECBM in anthracite pores. First, an anthracite pore containing both organic and inorganic matter was constructed, and the adsorption and diffusion characteristics of CO2 and CH4 in the coal pores under different temperature and pressure conditions were studied by molecular dynamics (MD) simulations. The results indicate that the interaction energy of coal molecules with CO2 and CH4 is positively associated with pressure but negatively associated with temperature. At 307.15 K and 101.35 kPa, the interaction energies of coal adsorption of single-component CO2 and CH4 are −1273.92 kJ·mol−1 and −761.53 kJ·mol−1, respectively. The interaction energy between anthracite molecules and CO2 is significantly higher compared to CH4, indicating that coal has a greater adsorption capacity for CO2 than for CH4. Furthermore, the distribution characteristics of gas in the pores before and after injection indicate that CO2 mainly adsorbs and displaces CH4 by occupying adsorption sites. Under identical conditions, the diffusion coefficient of CH4 surpasses that of CO2. Additionally, the growth rate of the CH4 diffusion coefficient as the temperature increases is higher than that of CO2, which indicates that CO2-ECBM is applicable to high-temperature coal seams. The presence of oxygen functional groups in anthracite molecules greatly influences the distribution of gas molecules within the pores of coal. The hydroxyl group significantly influences the adsorption of both CH4 and CO2, while the ether group has a propensity to impact CH4 adsorption, and the carbonyl group is inclined to influence CO2 adsorption. The research findings are expected to provide technical support for the effective promotion of CO2-ECBM technology.