The invention provides a method for extracting heavy liquefaction oil and an intermediate-phase bitumen matter from coal liquefaction residuals and application thereof. The method comprises the following steps of: adding coal liquefaction residual powder and an extraction solvent to a stirring kettle together for extraction to obtain extraction liquid and extraction residues; carrying out solid-liquid separation on the obtained extraction liquid and extraction residues; carrying out steam stripping on the obtained extraction residues, and recovering an organic phase after oil-water separation; mixing the extraction liquid with the organic phase, and then delivering into a solvent recovery unit; recovering the extraction solvent for recycling use or being returned to a liquefaction productprocessing unit by using a distillation method and/or an evaporation method, wherein residuals obtained after the extraction solvent is recovered are liquefaction residual extractives; delivering theobtained liquefaction residual extractives into a heat treatment unit, and separating the heavy liquefaction oil from the intermediate-phase bitumen matter by using a heating dry distillation method;and adding the obtained heavy liquefaction oil and other recycling solvents in a direct liquefaction process to a coal liquefaction solvent hydrogenation unit together.