To develop a new process of recovering oil vapor from oil shale pyrolysis gas with high efficiency, a moving-bed pyrolysis apparatus with an oil recovering system was set up. The results show that oil vapor content within pyrolysis gas from Huadian oil shale is more than 20 g/Nm(3) after cooling and condensation. The content approaches 70 g/Nm(3) when the temperature of pyrolysis gas is 40 degrees C. And the activated carbon fiber adsorber captures all the oil vapor at or below the maximum adsorption capacity of 120 g/kg activated carbon fiber. The results indicate that the oil vapor is rich in benzene, toluene, xylene, and chain hydrocarbon, etc. The competitive adsorption data reveals that benzene, toluene, xylene, and ethylbenzene are absorbed with firmer adsorptive attraction by activated carbon fiber. Compared to alkane, alkene, and cyclane with six to nine carbon atoms, alkane, alkene, and cyclane with ten carbon atoms or above have priority when adsorbed by activated carbon fiber.