A synergistic ultrasonic and electrochemical pretreatment was used for the high‐efficiency, clean removal of moisture from fine lignite coal, especially the internal moisture in filter cakes. The optimal experimental conditions were an electrolytic current of 0.75 A, an electrolytic time of 30 min, an electrolyte addition of 1000 g t−1 dried coal slime, an ultrasonic frequency of 50 kHz, and with ultrasound being used at the late electrolytic stage. the use of ultrasound improved the liquid‐phase mass transfer and cleaned the electrode surface during the electrolytic process. The total and internal filter cake moisture contents were reduced to 36 % and 6.5 %, respectively. The coal slurry particle size distribution was improved to a certain degree after synergistic pretreatment by ultrasound and electrolysis. In addition, the surface hydrophobicity of particles was enhanced and the number of pores was reduced, which was advantageous for moisture removal.