In this study, Mn/Zn@palygorskite (PG) catalysts with developed pores and good salt tolerance were prepared and applied to the treatment of coal chemical wastewater. A doping ratio of metal elements, calcination temperature, and calcination time was used to optimize the preparation conditions and determine the optimal preparation conditions of the Mn/Zn@PG catalysts. The catalysts, obtained under various preparation conditions, were characterized and analyzed by XRD, SEM, EDS, BET, XRF, XPS, and other techniques. Results showed that the Zn and Mn elements in the Mn/Zn@PG catalyst existed as ZnO and MnO2, respectively. The optimal working conditions of the Mn/Zn@PG catalyst for catalytic oxidation treatment of coal chemical wastewater, obtained through the optimization of working conditions, are the following: reaction time 60 min, wastewater pH = 9.28, ozone ventilation rate 0.2 L/min, catalyst filling ratio 20%. The height-to-diameter ratio of the tower was 6:1. The abrasion resistance and catalytic performance of the Mn/Zn@PG catalyst after repeated use were investigated, and the mechanism of the loss of active components of the Mn/Zn@PG catalyst was explored. The coal chemical wastewater, before and after treatment, was analyzed by UV–vis spectroscopy and 3D fluorescence spectroscopy. The hierarchical–principal component comprehensive evaluation system (AHP–PCA) was established to evaluate the catalytic ozonation process of coal chemical wastewater, so that the overall evaluation of the process performance can be achieved.