The invention discloses a system for preparing aromatic hydrocarbon by using coal and recycling anthracene oil. The system comprises a pelletizing device, a revolving bed pyrolysis device, a calcium carbide furnace, an acetylene generator, an oil-gas separation device, a gas separation device, a reactor for preparing the aromatic hydrocarbon by using acetylene, a separation system and a distillation separation device. The system provided by the invention solves the problem of aromatic hydrocarbon yield limitation caused by the limited petroleum resources, and realizes the transformation process from the low-value coal to the high-value-added aromatic hydrocarbon.