Shenmu-Fugu coal liquefaction residue (SFCLR) was ultrasonically extracted with methanol, ethanol, and isopropanol, respectively. Abundant of condensed arenes (CAs) were identified in the extracts using gas chromatography/mass spectrometer (GC/MS) by quantitative analysis, besides some alkanes and heteroatom-containing compounds. The most dominant CAs is benzo[ghi]perylene with its yield of 71.77 mg/g in isopropanol extract based on GC/MS analysis. Series of alkanoates were identified in the extracts from SFCLR with high yields. Interestingly, methyl alkanoates were identified in each of the three extracts, while ethyl and isopropyl alkanoates were only identified in the ethanol and isopropanol extracts, respectively. Accordingly, we presume that transesterification of methyl alkanoates with ethanol or isopropanol occurs during the ultrasonication-assisted solvent extraction.