Abstract: The direct liquefaction oil from Shenfu coal and the refined oil through hydrofining were cut into different fractions by true boiling point distillation and the sulfur and nitrogen compounds in each fraction were analyzed by GC-PFPD and GC-NCD; the change in the sulfur and nitrogen compounds in the direct liquefaction oil upon the hydrofining process was then investigated. The results illustrated that the sulfur content in the direct liquefaction oil takes a 'U' type distribution with the distillation range from low to high boiling point, whereas the content of nitrogen is far higher than that of sulfur, which increases with the rising of the fraction boiling point. After hydrofining, the sulfur and nitrogen contents are removed by 97% and 98.9%, respectively. Bicyclic and tricyclic compounds such as benzothiophene and dibenzothiophene account for 93.25% of the sulfur compounds in the coal liquefaction oil; after the hydrofining, low boiling point sulfur compounds such as mercaptan, sulfoether and thiophene almost disappear, with benzothiophene and dibenzothiophene as the main sulfur compounds that are difficult to remove. In the coal liquefaction oil, five-membered heterocycle neutral compounds account for 54.96% nitrogen and the portion of basic nitrogen compounds, including mainly anilines with a relatively small amount of quinolones, is 23.22%. After hydrofining, fatty amines are removed completely and the residual nitrogen in the refined oil exists mainly as the basic nitrogen compounds such as quinolones and anilines.