The invention belongs to the field of road engineering and provides an anti-rutting additive containing direct coal liquefaction residue. The anti-rutting additive containing direct coal liquefaction residue comprises the direct coal liquefaction residue, a thermoplastic elastomer and an additive, wherein the weight ratio of the direct coal liquefaction residue to the thermoplastic elastomer is 1 to (1-4), and the additive accounts for 5-20% of the sum of the weights of the direct coal liquefaction residue and the thermoplastic elastomer. Based on resource conservation and environmental friendliness, comprehensive advantages of the direct coal liquefaction residue and macromolecules are utilized, so that the prepared asphalt mixture has excellent anti-rutting performance and good low-temperature performance and durability, construction cost is reduced while anti-rutting performance of a road is improved when the prepared asphalt mixture is applied to a middle surface layer, and service life of the road is prolonged.