The invention discloses a gas liquefaction experimental device and method for supercritical water-gas containing coal. The device comprises a high-pressure gas supply device, a supercritical water generation device, a coal gas liquefaction device, a pressure monitoring device, and a vacuum device. The gas supply device includes a helium cylinder, a gas cylinder, a gas booster pump. The supercritical water generation device includes a supercritical medium generating kettle, a muffle furnace heater, a satellite constant-current liquid boosting pump, and a temperature sensor. The coal gas liquefaction device includes a coal reaction kettle, a second muffle furnace heater, a temperature sensor, a second spiral tube condenser, a gas sample bag, a liquid collecting tube, and an anti-blocking ultra-fine filter sieve. The vacuum device consists of a vacuum pump, a vacuum pressure gauge, and a load pressure transmitter. The pressure monitoring device consists of a high-temperature-resistant pressure gauge, a high-frequency pressure transmitter, and a safety relief valve. According to the invention, the supercritical medium generating tank and the coal gas liquefaction tank are operated separately; and deionized water is added into the supercritical medium generating kettle to study the coal gas liquefaction effect.