Based on an investigation into magmatism of roof sandstone of the Pi-ngzhuangxi opencut coal mine in Inner Mongolia. this paper points out thatthe Upper Jurassic grey sandstone of the roof of the coal mine is weakly ma-gnetic under natural conditions. The natural remanence and the magnetic su-sceptibility are n × 10^-3A/m and 10^-4 (SI) in order of magnitude respectively.After high-temperature heat treatmellt (>600℃), however, magnetism incre-ases rapidly: remanent magnetism and magnetic susceptibility increase by fiveand four orders of magnitude respectively. It is found through rock and oreanalysis of various means that the cement of the sandstone is weakly magne-tic iron carbonate (FeCO₃), which. after high-temperature treatment, turns intostrongly magnetic magnetite(Fe₃O₄). Such change seems to be the major factorcausing the appearance of magnetic anomalies over many Jurassic coal fieldsin North China. The change in magnetism of pyrite through heat treatment isalso described. Finally, using magnetism of rocks that was determined, we havedesigned quite a few theoretical models and made direct calculation for valuesof magnetic anomalies. The results show that it is quite possible to distinguishself-combustion districts from non-self-combustion districts by means of high-precision magnetic exploration.