The miners were earlier reported trapped by the blast in Xinjiang region's Changji prefecture early Friday. Twelve others escaped the explosion.
An official at the Xinjiang region's work safety bureau said that 21 miners were confirmed dead and another one who had been trapped was injured. The official, surnamed Wang, refused to give further details and said the incident was under investigation.
China's mines are the deadliest in the world and suffer frequent explosions, floods and cave-ins.
Such accidents are usually caused by a failure to ventilate methane gas from the shaft.
Safety improvements have reduced the number of deaths in recent years, but regulations are still often ignored.
The official Xinhua News Agency reported that the mine had been ordered to suspend production in June to make safety improvements, citing the State Administration of Coal Mine Safety.