The invention discloses a method for retaining aromatic hydrocarbon by selective hydrodesulfurization of oil slurry, wherein the method comprises the steps: catalyst particles in a middle layer of theoil slurry are removed by using ultrasonic-assisted centrifugal operation, and the removal effect of the catalyst particles can be effectively enhanced under the mechanical action of ultrasonic waves; residual catalyst particles, asphaltene and colloid in the oil slurry are removed, and simultaneously, aromatic hydrocarbon-enriched extract oil is retained; and selective hydrodesulfurization is carried out on the extract oil, and desulfurization is carried out by utilizing a Fe-modified CoMo/gamma-Al2O3 selective hydrodesulfurization catalyst. The method is reasonable in process design and simple to operate, not only effectively improves the solid removal efficiency and the separation effect of the oil slurry, but also reduces the contents of sulfur and nitrogen contained in the oil slurry, improves the desulfurization rate, realizes selective hydrogenation, reserves the content of aromatic hydrocarbon components, reduces the loss of aromatic hydrocarbon, and has high practicability.