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When Did Kentucky's Coal Form?

All the mined coal in Kentucky is bituminous. The original peat deposits or layers that later became coal were laid down with other sediments during the Pennsylvanian Period (sometimes called the Coal Age). The Pennsylvanian Period started about 323 million years ago, ended about 290 million years ago, and lasted about 33 million years.  If you want to learn more about life in the Pennsylvanian peat swamps, see the Pennsylvanian fossil page.
The lignites from the Jackson Purchase Region come from a variety of deposits from the late Cretaceous Period (part of the Age of Dinosaurs; the coals were deposited as peats as early as 70 million years ago) through the Tertiary Period (till about 10 million years ago).