The invention discloses a 10mm-below granular oil shale cold-pressing sphere and a method for oil refining by adopting the same. The oil shale cold-pressing sphere is prepared by adding adhesives with weight percentage of 8-15 percent into 10mm-below granular oil shale, wherein the adhesives comprise the following components in percentage by weight: 10-30 thousandth of humic acid calcium, 20-40 thousandth of kaolin, 0.5-1 thousandth of magnesium phosphate, and the balance water. The method comprises the following steps of: feeding the oil shale cold-pressing sphere into a gas retort, cushioning and falling through two layers of baffles, increasing steps of heat supplying carried out by a central heat supply device in the gas retort and the like so as to carry out dry distillation to obtain an oil gas mixture, and carrying out oil refining through an oil recovery system and the like. The oil shale cold-pressing sphere has good resistance to high temperature and high mechanical strength, and is not easy to crush; the production period of the gas retort is effectively prolonged, and the working efficiency is improved; and the cold-pressing sphere is adopted for oil refining, so that the co-combustion amount is high, the heat stability is good, the hot and cold strength is high, the dry distillation effect is good, the oil extraction rate is higher, the pollutant emission is less, the space is saved, the secondary pollution is avoided, and the cost is low.