Shenfu bituminous coal (SFBC) and Xilinhaote lignite (XL) were subject to photo-catalytic oxidation with hydrogen peroxide over titanium dioxide. The reaction mixtures were extracted with acetone exhaustively. The extracts were analyzed with FTIR and GC/MS. The results show that coals be oxidized selectively and degraded partially. Compared with the bituminite coal, the oxidation effect of the lignite coal with active hydrogens is more obvious. The alkyl side chains of the macromolecules, particularly, chains of methyl, methylene and aromatic, are the most vulnerable in relation to other compounds in coals. Moreover, the increasing of straight-chain alkanes and the decreasing of condensed nucleus in SFBC and XL through oxidation suggest that the oxidation is an effective method of coal utilization with no difficultly, also be friendly towards the environment after treated as well as in the process of the treatment.