The invention relates to a method for extracting phenol compounds from direct coal liquefied oil through extractive distillation. An extractive distillation solvent (hereinafter referred to as solvent) adopted in the method is glyceryl triacetate and / or sulfolane, or a mixed solvent formed by mixing glyceryl triacetate and / or sulfolane and one or more selected from glycerol, triethanolamine, triethylene glycol, tetraethylene glycol, dimethyl sulfoxide and diethanol amine according to any proportion. The method is used for extracting phenol compounds from direct coal liquefied oil in an extraction distillation tower by using the solvent, then, a solvent flow rich in the phenol compounds enters a recovery tower and is separated, the phenol compounds discharged from the top of the recovery tower are recovered after being cooled to obtain phenol products, and the solvent is recycled after being discharged from the bottom of the recovery tower. The method has the characteristics of high product purity, low system energy consumption, no wastewater generation, no acid and alkaline waste and no corrosion to equipment.