A methane explosion can take place when a methane concentration is within the explosive concentration range. Therefore, the methane migration around a coal combustion zone is important for assessing the disaster risk and revealing the disaster formation process. The thermal buoyancy effect has seldom been considered before, even though it could influence methane movement in coal mined-out areas. In this study, an integrated investigation using experimentation and modeling was conducted to explore the disaster formation process. For the experiment, a coal mine gob was heated locally to produce the buoyancy effect, and the consequent methane accumulation was observed. To explain this observation, a gas flow model reflecting the buoyancy effect was developed and verified against the experimental observations. Through this analysis, the formation processes for a methane explosion disaster in a coal mined-out area were revealed as follows: (1) coal combustion decreases the gas density to produce the buoyancy effect and create negative pressure in the combustion area; (2) this negative pressure leads to methane inflow, and the buoyancy effect causes upward methane movement; and (3) the local methane inflow and the local upward movement develop methane accumulation in the coal combustion area to form a methane explosion.