The explosion occurred on Tuesday evening after a buildup of gas in the mine owned by a private company in Sinjidi, about 45km east of the main southwestern city of Quetta, the provincial Chief Inspector of Mines Maqbul Husayn said.
He said three badly burned bodies had been recovered from the 770 metre deep mine and nine other people remained under the rubble. He said the chance of their survival was remote.
"It will be a miracle if anyone is found alive," he said.
Mining accidents are not uncommon in Pakistan, where safety standards, especially at private mines, can be lax.
The country has huge coal reserves estimated at more than 184 billion tonnes. It produces four million tonnes of coal annually, most of which is consumed by brick-making kilns.