The migration, deposition, and retention of coal fines carried by drainage fluids in gas production wells of coalbed methane (CBM) wells severely restrict CBM production. This study establishes a numerical model to investigate the coupled gas–liquid–coal fines seepage law in the horizontal wellbore annulus during gas production stage using a combination of computational fluid dynamics and the discrete element method. Results reveal that in an annular wellbore with an eccentricity of 0.06, the seepage space in the lower part of the annulus is narrow, making it difficult for the fluid to carry coal fines and discharge them, resulting in a deposition pattern characterized by “more deposition and less discharge.” In contrast, in an annular wellbore with an eccentricity of 0.08, the wide space in the upper part of the annulus forms a stable advantageous seepage channel for coal fine migration, resulting in a pattern of “more deposition and more discharge.” When the three-phase coupled seepage is stable, the coal fine discharge rate of the wellbore with an eccentricity of 0.06 is 38.62% lower than that of the concentric annulus, and when the eccentricity is 0.08, the discharge rate is 75.66% higher than that of the concentric annulus. Coal fines in concentric annular wellbores are evenly and dispersedly distributed at the bottom, while those in eccentric annular wellbores form concentrated agglomerations, creating a distinct particle bed. Additionally, the flow velocity and annular pressure loss in the lower part of the wellbore are higher, and the pressure loss is inversely proportional to the gas content. Higher gas content results in increased particle collisions, greater energy loss, and reduced particle mobility, making coal fines more likely to get deposited and difficult to migrate and discharge from the wellbore. Water primarily drives particle transport, while gas introduces disturbances that complicate the flow dynamics. Reasonably adjusting the eccentricity of the annulus in the field and adapting pressure control measures according to the gas production stages can effectively promote the discharge of coal fines to increase gas production.