Disclosed is a method for recycling a coal liquefaction residue. The method includes S1, drying a coal liquefaction residue and pulverizing to obtain a pulverized coal liquefaction residue; S2, subjecting the pulverized coal liquefaction residue to a solvothermal extraction in an autoclave to obtain an extract liquid and a residue; S3, distilling the extract liquid and recovering an organic solvent to obtain a solid extract.