In addition to sodium (Na), calcium (Ca) and magnesium (Mg) are also abundant in Zhundong coals and play important roles in ash deposition. This work investigated the occurrence of Ca and Mg in the ash from combustion of a low-rank Zhundong coal. An unreported close juxtaposition of Ca and Mg in ash particles was disclosed and emphasized. The modes of occurrence of Ca and Mg in the coal were thoroughly characterized by chemical fractionation, computer-controlled scanning electron microscopy (CCSEM), and X-ray powder diffraction (XRD). Coal combustion was conducted in simulated air and at 1350 °C on a drop-tube furnace. The generated ash was carefully analyzed by XRD and CCSEM. The results showed that more than 55% of the Ca and Mg were present as exchangeable cations in the Zhundong coal. The remainder mostly occurred as calcite and silicates. The Ca and Mg in the combustion ash were dominantly contained in glass phases, suggesting their extensive interactions with aluminates and silicates. Major crystalline Ca- and Mg-containing phases, including calcite, lime, periclase, anhydrite, portlandite, and yeelimite, were detected by XRD. CCSEM results showed that they were present as discrete ash particles and/or as combined with other inorganics. Besides, a close juxtaposition of Ca and Mg in ash particles was discovered. This was demonstrated by the significant production of a Ca-Mg-rich particle phase with the two metals being dominant constituents (>80%). It contained about 21% of the total Ca and 27% of the total Mg. The formation of this phase was accounted for by a new mechanism involving interactions between exchangeable Ca and Mg through particle coalescence, agglomeration, and sintering. It was found that the Ca-Mg-rich particles were mostly less than 10 μm, and the compositions of the fine particles were more heterogeneous. The significance of these findings was discussed.