The attractive Zhundong coalfields located in the Northwestern PR China are featured by many high qualities, such as low contents of mineral matters and total sulfur. However, a significant amount of sodium species are also embedded in the Zhundong coals (ZDC), which has been a barrier for efficient utilization of them. In this work, to better understand the detailed behaviors of sodium species and the transformation mechanisms during direct coal liquefaction (DCL), chemical transformation of sodium species in a ZDC under different liquefaction atmospheres was investigated. As gasification of the direct coal liquefaction residue (DCLR) is commonly used to produce syngas that compensates for the cost of DCL, CO2 gasification reactivity of sodium-rich DCLR was examined as well. The results show that both H-2 and hydrogen-donor solvents are essential for direct liquefaction of ZDC. Under H-2 atmosphere, retention ratios of sodium species in DCLR were all slightly lower than those under N-2 atmosphere. In the meantime, more CO2 were produced under H-2 atmosphere. As for transformation of sodium species during DCL, it is suggested to be closely related with the atmosphere, since more exchangeable sodium species were converted under H-2 atmosphere. Additionally, sodium nitrate was found as one of the water-soluble sodium species in ZDC and sodium-containing silicates could be formed at high temperatures. More importantly, the water-soluble sodium species in DCLR are proved to have catalytic effects on CO2 gasification reactivity of DCLR. Through careful calculations, a quantitative linear equation has been established between the water-soluble sodium species content and the reactivity index, which can be used to finely predict gasification reactivity of DCLR derived from ZDC.