The invention relates to a process for producing natural gas by coal coking and pyrolysis coal gas thereof, in the process, raw coal gas generated by a coke oven taking H2 as fuel is purified and then completely sent to a mixer for being directly mixed with part of clean gasified coal gas for regulating hydrogen-carbon ratio, and then methanation reaction is performed under the action of a catalyst so as to prepare a product, namely the natural gas; and transformation and decarburization are performed on the other part of the clean gasified coal gas, then carbon dioxide is enriched and caught, and produced hydrogen is sent to the coke oven for burning and supplying heat. In the process, coal gasification and coke dry quenching are simultaneously performed, and a set of air separation device is realized for providing a heat carrier, namely N2, and a gasifying agent, namely O2, for the coke dry quenching and the coal gasification respectively, thereby enabling the air separation processeffect to be higher. Coke making by hydrogen burning, air separation, the coke dry quenching, the coal gasification and methanation of the coal gas of the coke oven are organically integrated, and the clean production in the coking industry and the economic and high-efficient utilization of the pyrolysis coal gas are realized, thereby having great application value in the aspects of energy utilization, CO2 emission reduction and environmental protection.