This paper presents results on experiments carried out at a 20 kW combustion rig simulating different extents of oxy-fuel recycle gas cleaning by impurities injection to the oxidant gas of the once-through combustion reactor. A comprehensive set of total (Hg tot ), elemental (Hg 0 ) and oxidized (Hg 2+ ) mercury as well as SO 3 concentrations was obtained before and after the combustion rig's baghouse filter for in total 14 air and oxy-fuel experiments with 3 Australian coals. Based on this data, an assessment in respect to Hg oxidation, SO 2 /SO 3 conversion and Hg and SO 3 capture on the test rig's filter was performed. The air and the oxy-fuel experiments with different extents of recycle gas cleaning, revealed differences in the Hg and SO 3 formation and capture behavior: The Hg 2+ /Hg tot ratios in the flue gas are higher during oxy-fuel combustion compared to air-firing. This effect is even more pronounced at the filter outlet, after flue gas has passed through the filter ash. In some experiments, even a net oxidation of Hg 0 entering the filter to Hg 2+ was observed. The Hg capture by ash in the baghouse filter has been found to reduce the Hg emissions considerably. However, the Hg capture was altered by the different oxy-fuel recycle configurations, leading to decreased Hg capture efficiencies on the filter for one of the coals. A coal-specific trend of increased SO 2 /SO 3 conversion ratios with increased flue gas SO 2 levels was observed that could be related to the ash composition of the three different coals. This and the higher SO 2 concentrations in the flue gas lead to considerably higher SO 3 levels in oxy-fuel combustion with SO 2 recycling. During the experiments, also a considerable capture of SO 3 in the baghouse filter was observed (up to 80% under air- and up to 66% under oxy-fired conditions). A reduction of the SO 3 capture on the filter under oxy-fuel conditions may be related to the higher SO 3 levels in this process.