The invention discloses a sealing capsule and application thereof in a coal mine. The sealing capsule is a rectangular cubic air bag made of an antistatic flame retardant rubber material, and an inflation and deflation valve is arranged on the rectangular cubic air bag. The application method of the sealing capsule in the coal mine comprises the steps that sealing capsules corresponding in quantity are chosen according to the size and the length of a working surface, and are arranged 10 cm before an upper corner of the working surface in a single-row and multi-layer arranging manner to form a sealing capsule wall. The specific operation steps are as follows: a), a position is chosen precisely, b), the capsules arranged at the bottom are placed levelly, c), the inflation of the capsules arranged at the bottom is completed, d), the capsules arranged on the upper layer are laid, and e), the inflation of the capsules arranged on the upper layer is completed; when the working surface is advanced, f), the capsules arranged at the upper part are deflated, g), the capsules are moved integrally, and h), the capsules arranged on the upper part are inflated; therefore, one working cycle is completed.