Ionic liquids (ILs) were selected and applied to investigate the best coal desulfurization through orthogonal tests. FTIR, XPS, SEM and contact angle tests were used to characterize the effect on the physical and chemical structures in coal for revealing the coal desulfurization mechanism by ILs-H2O2 system. The orthogonal test results showed that reaction temperature and reaction time were the main influencing factors for the desulfurization rates of coal in the ILs-H2O2 system, and the ILs synergy could effectively improve the desulfurization rates of H2O2. The maximum coal desulfurization rates of [BMIM][HSO4], [BMIM][OTF], and [BMIM][BF4] ionic liquids were 30.7%, 30%, and 33.2%, respectively. The results indicated that the alkyl groups in coal were oxidized and the contents of oxygen-containing functional groups such as hydroxyl and carbonyl increased. Coal surface underwent swelling, the internal pores increased and new pores and cracks were generated. The wettability of coal improved substantially. In addition, the physical structures changes in coal facilitated the contact between the extractant and the sulfur-containing structures. The contents of thiols and sulfides in coal significantly decreased and were oxidized to sulfoxides and sulfones, with some further oxidized to soluble sulfites or sulfates. Thus achieving removal from coal.