The coal gasification wastewater figures prominently among types of industrial effluents due to its complex and phenolic composition, posing great difficulty for conventional water treatment processes. Since the coking wastewater is toxic and mutagenic to humans and animals, treatment of coal gasification wastewater is genuinely necessary. In this study, we established a lab-scale A2O (Anaerobic-Anoxic—Oxic) with moving bed biological reactor (MBBR) system and evaluated some water indicators of wastewater pretreated with internal electrolysis, of wastewater output of the established A2O-MBBR system, and of the wastewater treated by the combination thereof. The wastewater was taken from a coking plant at Thai Nguyen Iron and Steel Joint Stock Company in Vietnam. COD, BOD5, NH4+-N, phenol, and pH of the input coal gasification wastewater were 2359, 1105, 319, 172 mg/L, and 8 ± 0.1, respectively. The conditions of internal electrolysis were as follows: 720 min of reaction time, pH = 4, 25 g/L Fe-C dosage, and 100 mg/L PAM dosage. After internal electrolysis process, the removal of COD, BOD5, NH4+-N, and phenol were 53.7%, 56.7% 60.5%, and 73.3%, respectively. After 24 h of treatment, the treatment efficiencies of the combined treatment process are as follows: 100% phenol removal, 71.3% of TSS removal; 97.7% reduction of BOD5, and 97.1% reduction of COD; total N content reduced by 97.6%; total P content decreased by 81.6%; and NH4+-N content decreased by 97.5%. All above indicators after treatment have met QCVN 52: 2017/BTNMT (column A) Vietnamese standard for steel industry wastewater.