In this paper, methods of effective removal of fluorine from rare earth chloride solution by adsorption, ion exchange and precipitation with lanthanum carbonate or CO2 gas as fluorine-removal agent, respectively, were studied. The relevant parameters studied for fluorine-removal percentage were the effects of the type and dosage of fluorine-removal agent, the injection flow and mode of CO2, the initial concentration of rare earth solution and initial pH value, contact time, temperature and stirring. XRD, SEM and EDS were used to analyze and characterize the filter slag obtained after fluorine removal. SEM and EDS results showed that RECO3(OH) with a porous structure was formed in rare earth chloride solution when lanthanum carbonate was used as fluorine-removal agent, and it had strong selective adsorption for F−. The XRD spectra showed that F− was removed in the form of REFCO3 precipitates, which indicates that the adsorbed F− replaced the OH- group on the surface of RECO3(OH) by ion exchange. The experimental results showed that a fluorine-removal percentage of 99.60% could be obtained under the following conditions: lanthanum carbonate dosage, 8%; initial conc. of rare earths, 240 g/L; initial pH, 1; reaction temperature, 90 °C; reaction time, 2 h. Simultaneously, a fluorine-removal process by CO2 precipitation was explored. In general, RE2(CO3)3 precipitation is generated when CO2 is injected into a rare earth chloride solution. Interestingly, the results of XRD, SEM and EDS showed that the sedimentation slag was composed of REFCO3 and RE2O2CO3. It was inferred that RE2(CO3)3 obtained at the initial reaction stage had a certain adsorption effect on F− in the solution, and then F− replaced CO32− on the surface of RE2(CO3)3 by ion exchange. Therefore, F− was finally removed by the high crystallization of REFCO3 precipitation, and excess RE2(CO3)3 was aged to precipitate RE2O2CO3. The fluorine-removal percentage can reach 98.92% with CO2 precipitation under the following conditions: venturi jet; CO2 injection flow, 1000 L/h; reaction temperature, 70 °C; initial pH, 1; reaction time, 1.5 h; initial conc. of rare earths, 240–300 g/L; without stirring. The above two methods achieve deep removal of fluorine in mixed fluorine-bearing rare earth chloride solution by exchanging different ionic groups. The negative influence of fluorine on subsequent rare earth extraction separation is eliminated. This technology is of great practical significance for the further development of the rare earth metallurgy industry and the protection of the environment.