Coal is an important fossil energy source in the world, which provides important support for the development of industry. However, the chemical composition of coal is complex, and it may cause harm to the human body and environment during the process of mining and utilization, especially some aromatic hydrocarbons in coal that are strongly carcinogenic to human beings; thus, it is necessary to analyze the organic chemical compositions of coal so as to realize the clean and harmless utilization of coal. In this article, three different coal samples were extracted by seven solvent-graded extractions, and then the extracts were tested by gas chromatography–mass spectrometry (GC-MS). According to the results of the GC-MS test, it was found that CS2 could dissolve a large amount of aromatic hydrocarbons in the coal, n-hexane could dissolve a larger amount of aliphatic hydrocarbons, methanol could dissolve a larger amount of ketones, benzene could extract phenolic compounds in the coal, acetone could dissolve alcoholic compounds, and the mixed solvent methanol/THF could dissolve coal esters. Then, by analyzing these extracts, researchers can clearly understand the microscopic organic components of coal, which have a significant role in the development of the coal chemical industry and ecological environment protection.