Capacitive deionization (CDI) is a promising desalination technology, and activated carbon is a most commonly used electrode material. In this work, coal-based activated carbon (AC) was prepared from residual carbon of coal gasification fine slag (CGFS) and functionalized with cationic surfactant (cetyltrimethyl ammonium bromide, CTAB) and anionic surfactant (sodium dodecyl sulfate, SDS), respectively. The prepared activated carbon named CTAB-AC and SDS-AC was assembled into the asymmetric CDI electrodes to remove low concentration nitrate in water. The results show that the average pore size, surface Zeta potential and specific capacitance of AC after modification by CTAB and SDS respectively. The surfactant modification slightly decreased the surface hydrophilicity of AC, but increased the electrical conductivity and improved the charge-discharge cycle stability. Compared with the symmetrical electrode AC, the asymmetric electrodes of CTAB-AC and SDS-AC largely improved the CDI performance, the total capacitive deionization capacity and the desalination efficiency for NaNO3 increased by 38.01% and 25.08%, and the continuous batch CDI process were shortened by 10 cycles. The final nitrate concentration could meet the drinking water requirement. This work proposed a new raw material for carbon electrode and a method for high value utilization of residue carbon in the coal gasification slag.