PURPOSE: To separate and to purify a liquefied oil of coal simply, inexpensively and continuously, by passing the liquefied oil of coal through an adsorption column so that substances containing nitrogen and oxygen are removed, passing a saturated hydrocarbon-containing oil and an aromatic hydrocarbon-containing oil through an adsorption column so that they are separated and extracted.

CONSTITUTION: A liquefied oil of coal is passed through an adsorption column packed with an adsorbent to adsorb selectively substances containing both nitrogen and oxygen, and part of light purified oil having high content of hydrocarbons in the liquefied oil of coal as a solvent is passed through the column, to give a purified oil. This oil is passed through an adsorption column packed with an adsorbent to absorb aromatic hydrocarbons, so that an oil having high content of saturated hydrocarbons and an oil having high content of aromatic hydrocarbons are purified and separated.