The invention provides a method for removing coal ash, and oil, phenols and ammonia from coal chemical industry wastewater and a device for removing coal ash, and oil, phenols and ammonia from coal chemical industry wastewater. The method comprises the steps: performing extracting on the coal chemical industry wastewater by using a coal ash/tar extractant so as to remove coal ash and tar and obtain coal ash and tar removed wastewater and a coal ash and tar enriched extractant; subjecting the coal ash and tar removed wastewater to deacidification treatment, and performing deamination treatment; then, performing extracting on the deaminated wastewater so as to dephenolize and deoil and obtain a phenol and oil enriched extractant and dephenolized and deoiled wastewater; and applying part of the phenol and oil enriched extractant to extracting so as to remove coal ash and tar so as to achieve reuse. According to the method, the coal ash and tar removal rate is high, towers are not blocked, phenols/ammonia/oil can be recovered step by step, the operation is stable, and the treatment cost is low, so that the method is particularly applicable to the treatment of the coal chemical industry wastewater with relatively high coal ash and tar concentration, and secondary pollution caused by the wastewater can be avoided; and the removal rate of total phenols in the wastewater is higher than 94%, the removal rate of ammonia is higher than 99%, the removal rate of oil is higher than 93%, the removal rate of coal ash is higher than 95%, and BOD<5>/COD<Cr> is increased by 30% compared with that of original coal chemical industry wastewater, so that favorable conditions are created for subsequent biochemical treatment.