This paper investigates the impact of Australian dollar exchange rate and price of Australian coking coal on Australian coking coal export. The quarterly data of Australian dollar exchange rate with the US dollar, Australian coking coal price and the Australian coking coal export from 1992–2009 are employed to examine the relationships. This study reveals that the Australian coking coal export has positive relationships with the exchange rate of A$/US$ and price of Australian coking coal. This study finds that the Australian coking coal exporters lose revenues when the value of Australian dollar is high and at the same time, the Australian coking coal exporters earns more revenues from the higher price of Australian coking coal. The empirical results of this analysis confirm that for each one cent increase in Australian dollar value against the US$, the Australian coking coal export increases by 249,724 tonnes and for each one dollar price increase of Australian coking coal, the Australian coking coal export increases by 10,232 tonnes.