In this paper, the modes of occurrence of the trace elements of Na, K, Fe and Si in SX-Coal and SD-Coal, which were used for COREX process, were analyzed. The coal was treated by wet digestion method and then the content of trace elements was analyzed. After that, the modes of occurrence of the elements were studied by sequential extraction procedure method and analyzed by ICP-OES. The results showed that the content of Na element is the highest and the content of K and Si elements is very low among the four elements in both kinds of coal. Na and K elements mainly exist in the mode of residue in SX-Coal and SD-Coal, and they are tends to enriched in the residue during the pyrolysis. Fe and Si elements mainly exist in the mode of carbonate, iron oxides and manganese oxides in SD-Coal. Fe and Si are tends to be decomposed from the compounds during the pyrolysis.