In terms of the phenomenon of nonuniformity adsorption energy between methane and a natural heterogeneous coal surface, a heterogeneous potential well model is established in this study based on adsorption science and molecular dynamics theories. This model describes the methane adsorption positions in coal pores as a three-dimensional space composed of adsorption equipotential surfaces with varying depths of potential well, which emphasizes the heterogeneous distribution of methane adsorption potential well depths in coal and accurately describes the spatial distribution and energy states of methane molecules during methane adsorption and desorption in naturally heterogeneous coal. By taking the residual sum of squares (RSS) and Pearson correlation coefficient as indicators, the fitting accuracies of the Langmuir model and the heterogeneous potential well model for isothermal adsorption and desorption curves are compared so that the superiority of the heterogeneous potential well model in describing the adsorption and desorption of methane in natural coal is confirmed. According to this new model, a method to calculate the potential well distribution of coal by using isotherm adsorption and desorption curves was proposed. Taking the number of potential wells, the average potential well depth, and the variance of potential well depth as statistical indicators, the potential well distribution characteristics of coal in different ranks in the processes of methane adsorption and desorption under different temperatures were analyzed. In addition, the effects of temperature increase on the changes of the occupation rate of potential wells and methane desorption amount of coal with different potential well depth distributions are studied, which confirmed the necessity of evaluating the thermal recovery rate of coalbed methane based on the potential well depth distribution of coal seams.