An injection device, which comprises a nozzle and which is used for an underground coal gasification process; the nozzle and the injection device are used for continuously injecting a high-concentration oxidant into an underground coal layer during the underground coal gasification process, in which case the high-concentration oxidant may be used safely and steadily to obtain a high-quality and stable product gas, while a retraction cycle and/or a retraction distance of a retraction method in the existing technology may be greatly shortened, thus achieving the continuous and steady operation of the underground coal gasification process. Also disclosed is a method for operating the injection device.