To better promote environment friendly development of the coal chemical industry, this study investigated effects of methanol, sodium citrate, and chlorella powder (a type of microalgae) as co-metabolic substances on enhanced anaerobic treatment of coal pyrolysis wastewater with anaerobic sludge. The anaerobic sludge was loaded into four 2 L anaerobic reactors for co-metabolism enhanced anaerobic experiments. Anaerobic reactor 1 (R1) as control group did not add a co-metabolic substance; anaerobic reactor 2 (R2) added methanol; anaerobic reactor 3 (R3) added sodium citrate; and anaerobic reactor 4 (R4) added chlorella powder. In the blank control group, the removal ratios of total phenol (TPh), quinoline, and indole were only 12.07%, 42.15%, and 50.47%, respectively, indicating that 50 mg/L quinoline, 50 mg/L indole, and 600 mg/L TPh produced strong toxicity inhibition function on the anaerobic microorganism in reactor. When the concentration of methanol, sodium citrate, and chlorella was 400 μg/L, the reactors with co-metabolic substances had better treatment effect on TPh. Among them, the strengthening effects of sodium citrate (TPh removal ratio: 44.87%) and chlorella (47.85%) were better than that of methanol (38.72%) and the control group (10.62%). Additionally, the reactors with co-metabolic substances had higher degradation ratios on quinoline, indole, and chemical oxygen demand (COD). The data of extracellular polymeric substances showed that with the co-metabolic substances, anaerobic microorganisms produced more humic acids by degrading phenols and nitrogen-containing heterocyclic compounds (NHCs). Compared with the control group, the reactors added with sodium citrate and chlorella had larger average particle size of sludge. Thus, sodium citrate and chlorella could improve sludge sedimentation performance by increasing the sludge particle size. The bacterial community structures of reactors were explored and the results showed that Aminicenantes genera incertae sedis, Levinea, Geobacter, Smithella, Brachymonas, and Longilinea were the main functional bacteria in reactor added with chlorella.