WASHINGTON, D.C. 20549

                                    FORM 8-K
                                 CURRENT REPORT

Pursuant to Section 13 or 15(d) of the Securities Exchange Act of 1934

Date of Report (Date of earliest event reported)  July 27, 2001

                           PEABODY ENERGY CORPORATION
             (Exact name of registrant as specified in its charter)

           Delaware                       1-16463               13-4004153
-------------------------------    ---------------------    --------------------
(State or other jurisdiction of      (Commission File        (I.R.S. Employer
 incorporation or organization)           Number)           Identification No.)

    701 Market Street, St. Louis, Missouri                   63101
   (Address of principal executive offices)                (Zip Code)

Registrant's telephone number, including area code  (314) 342-3400

              (Former name, former address and former fiscal year,
                         if changed since last report)

Item 7.  Financial Statements and Exhibits

     99.1      Press release of Peabody Energy Corporation dated July 27, 2001.

Item 8.  Change in Fiscal Year

On July 27, 2001, the Registrant issued a press release  indicating that it will
change its fiscal  year-end  from March 31 to December 31. The decision was made
to improve the  comparability of the Registrant's  results with the industry and
to aid the financial community's analysis of the business. The change will first
be effective with respect to the nine month period ended December 31, 2001.

The  Registrant  will file an  Annual  Report on Form 10-K to cover the April 1,
2001 to December 31, 2001 transition period on or before March 31, 2002.


     Pursuant to the  requirements  of the Securities  Exchange Act of 1934, the
registrant  has duly  caused  this  report  to be  signed  on its  behalf by the
undersigned hereunto duly authorized.

                                                 PEABODY ENERGY CORPORATION

Date:  July 31, 2001                                /s/ Richard A. Navarre
                                                     Richard A. Navarre
                                                Executive Vice President and
                                                   Chief Financial Officer

                                 EXHIBIT INDEX

The exhibits below are numbered in accordance with the Exhibit Table of Item 601
of Regulation S-K.

       No.     Description of Exhibit
      99.1     Press release of Peabody Energy Corporation dated July 27, 2001.