Abstract: Shanxi Province boasts abundant bauxite resources occurring in coal measure strata, with the deep bauxite resources in this province subjected to progressive assessment. This study aims to further determine the endowment of aluminum resources within coals in the province and explore efficient exploration methods. To this end, this study investigated the bauxite layers in Upper Carboniferous coal measure strata in the Xiaoyi area, Shanxi Province. It examined 37 samples from three boreholes using methods such as optical microscopy, X-ray diffraction (XRD), scanning electron microscopy (SEM), X-ray fluorescence spectrometry (XRF), and inductively coupled plasma mass spectrometry (ICP-MS). Based on the analysis of the sedimentary environment and metallogenic provenance of the bauxite layers in coal measure strata, this study delved into the occurrence states and enrichment genesis of uranium (U) and thorium (Th) elements in bauxite and explored the correlations of the geochemical characteristics of U and Th with the natural gamma-ray (GR) anomalies. The results show that: (1) The bauxite layers in the Xiaoyi area were formed in a sedimentary environment dominated by marine, alkaline, and slightly oxidizing conditions. Furthermore, oxidizing, slightly oxidizing - slightly reducing, and reducing environments also existed in the sedimentary process, suggesting constantly slight changes in the redox conditions. (2) The bauxite, sharing similar provenance with clay rocks (ores) on its roof, originates primarily from acidic magmatic rocks, while ferruginous rocks on its floor are associated with basalts or calcareous mudstones. (3) The anomalous enrichment of U and Th elements in the bauxite layers is primarily dictated by the parent rock types in the provenance area, as well as the adsorption capacity of bauxite and clay and titanium-bearing minerals. (4) The high GR anomalies of the bauxite are primarily induced by the enriched U and Th elements, with Th elements contributing more significantly than U elements. The results of this study hold practical significance for distinguishing bauxite in coal measure strata from surrounding rocks, determining the bauxite’s horizons, and predicting the thicknesses of ore bodies. The results can also serve as a theoretical guide for the exploration and exploitation of deep bauxite in coal measure strata.