The invention belongs to the technical field of coal chemical industry, particularly relating to a method for producing diesel by hydrogenating anthrancene oil. The diesel produced by the method of the invention has high cetane number, which meets a national standard. The method of the invention is as follows: A, the anthrancene oil, light distillate oil and heavy absorber oil are mixed to obtain mixed oil; B, the mixed oil and hydrogen are mixed and reacted for pre-hydrogenation; C, the hydrogen is supplemented to the pre-hydrogenated product in step B and then the hydrogenation is carried out again, the unreacted hydrogen is separated from reaction effluent, and the separation of oil-water-gas is carried out to obtain oil liquid; D, the oil liquid in step C is rectified to obtain diesel fraction; E, the diesel fraction is mixed with the hydrogen and then enters an upgrading reactor to react, the unreacted hydrogen is separated from the reaction effluent, and the separation of oil-water-gas is carried out again to obtain upgraded diesel; and F, a cetane number improver is added in the upgraded diesel to obtain the diesel. By using the method, the jam of a pipeline caused by anthrancene oil crystals can be avoided, thereby prolonging the service life of a catalyst; and the prepared product meets national standard requirements.