With the scale booming in recent years, the sustainable development of China’s advanced coal chemical industry (ACCI) has faced many challenges such as high resource depletion and serious pollution simultaneously. This study establishes a comprehensive evaluation index system for sustainable development of China’s ACCI based on four aspects: environment, economy, society and technology. Using the weight model combining entropy weight method (EWM) and analytic hierarchy process (AHP), the sustainability performances in four aspects and comprehensive sustainable development indexes for the nine technology routes of ACCI (namely direct coal liquefaction, indirect coal liquefaction, methanol to gasoline, low-temperature coal tar hydrogenation, coal to methanol fuel, coal to synthetic natural gas, coal to olefin, coal to arene and coal to glycol) are quantified to provide decision support for the scientific development of the industry. The results show that the environmental, economic, social and technological sustainability performance of each technology route varies significantly. Indirect coal liquefaction has the best comprehensive sustainability performance, followed by low-temperature coal tar hydrogenation, direct coal liquefaction and coal to synthetic natural gas. However, the comprehensive sustainability performances of methanol to gasoline and coal to arene are poor. In addition to the areas rich in coal resources, laying out projects in the areas with abundant water resources and large environmental capacity could support the sustainable development of ACCI in theory as well. Finally, implications are put forward to offer a valuable reference for preparing sustainable development strategies, scientific layout and rational planning of ACCI.