The invention discloses a two-section type coal hydrogenation reactor and a method for carrying out three-stage gas-solid separation and belongs to the technical field of a coal-pyrolysis and oil-refining device. The technical scheme is as follows: the two-section type coal hydrogenation reactor comprises a high-temperature cyclone separator and a ceramic filter and the like. The method comprises the following steps : carrying out twice cooling on a gas-solid mixture by a chilled-hydrogen spraying nozzle and a water-cooling wall, then carrying out three-stage gas-solid separation, obtaining clean oil gas after the three-stage treatment, and conveying the clean oil gas to an oil cooling system by an oil-gas outlet. The two-section type coal hydrogenation reactor and the method disclosed by the invention have the advantages of simple process, low water consumption, high oil yield rate, low heavy-component content in tar and no environmental pollution and the like.