While not strictly necessary, coarse-ground coffee is far preferred to finer-ground coffee for two reasons: 1) coarse grounds result in far fewer particles (aka "silt" or "sediment") winding up in the drinkable brew, and 2) finer grounds have a tendency to "over-extract" (a fancy term describing a brew that's overly bitter and pungent). If you're familiar with the ground size typically used in a French Press, Chemex, dripper or percolator, you can basically just use that same size. Trust us...you really can taste the difference, so it's worth doing.You can still make cold brew just fine if you're using fine grounds though. If you're OK with a little more silt in the bottom of the jar or a bit more tangy flavor, it still works well. Plus, Rumble Jars do come nestled in a 100% cotton bag that doubles as an optional second-stage filter for folks that are sensitive to the silt left over from the finer grounds. The second-stage filter does a phenomenal job at filtering out the excess particles, but it's an added step that could be a bit overkill for the average person and totally unnecessary if you use coarse grounds.