Dayan lignite (DL) was subjected to thermal dissolution sequentially with cyclohexane, acetone and methanol to obtain three filtrates. The filtrates were characterized by Fourier transform infrared spectroscopy, gas chromatography/mass spectrometry (GC/MS), and time-of-flight mass spectrometry (TOF-MS) equipped with atmospheric pressure photoionization (APPI), electrospray ionization (ESI) or direct analysis in real time (DART) to understand the structural features of DL. Aliphatic hydrocarbons, furans and alcohols were enriched in the filtrate of cyclohexane, acetone and methanol, respectively, according to the data of GC/MS. One ring aromatics was also identified by GC/MS as major species in the three filtrates. Both GC/MS and APPI-MS can well analyze compounds with low polarity, but APPI-TOF-MS in this work successfully characterized polycyclic aromatics and extended the measurement range (molecular weight and ring size) of GC/MS. ESI-TOF-MS is suitable to analyze polar compounds in coal. Data from ESI-TOF-MS indicated that heteroatom compounds including non-aromatics and aromatics with 1-2 rings are the major polar components in DL. As an ambient MS ionization method, DART shortened the analysis time without sample pretreatment and more aromatics over 4 rings were identified by DART-TOF-MS. Characterization of the complex coal filtrates with multiple mass spectrometers provided a full view of the molecular information of DL.