Hard carbon (HC) materials are suitable anodes for sodium-ion batteries (SIBs) but still suffer from insufficient initial Coulombic efficiency (ICE). Promoting sodium storage via the pore filling mechanism is an effective way to improve the ICE, and the key here is regulating the pore structures of HC. In this work, coal-derived HC is successfully engineered with abundant accessible closed nanopores by treating the coal precursors with a facile destructive oxidation strategy. Investigations demonstrate that the destructive oxidation strategy can not only introduce abundant oxygen-containing functional groups (OFGs) but also decrease the size of graphitic microcrystals. Thus, the OFGs significantly enhance the crosslinking of small graphitic microcrystals and stimulate the formation of accessible closed nanopores during carbonization, which eventually improves the ICE by promoting the pore filling mechanism. The optimized HC exhibits so far the highest ICE (92.2%) among coal-derived SIB anode materials, together with a considerable capacity of 328.5 mAh g