Abstract: The behavior of two direct coal liquefaction residues under pyrolysis conditions were carried out using thermogravimetric analysis, temperature programmed pyrolysis technique and FT-IR analysis. The optimized conditions for oil recovery from the residues were also studied. The oil yields from the pyrolysis of liquefaction residues (SHR and SLR) of Shenhua and Shengli coals at 450℃~500℃ are 32% and 20%, respectively. An increase in pyrolysis temperature above 450℃ has no effect on the oil yield, but makes the asphaltene content in oil arise. The hexane soluble fraction is a main fraction in the oil from SHR, while the oil from SLR contains about 50% of asphaltene. The hexane soluble fraction in SHR is not obviously polymerized during pyrolysis, while that in SLR is significantly polymerized during pyrolysis and resulted in an increase in asphaltene yield. At 400℃~500℃ the asphaltene fraction of both residues tends to release as oil, and companied with the increase of preasphaltene and tetrahydrofuran insoluble fractions especially for SLR.