Investigations on the molecular composition of coal pyrolysis products can help us to improve nonfuel utilization of coal. Meanwhile, the molecular composition of coal pyrolysis products is also influenced by the characteristics and depositional environment of coal. However, due to the extremely complex nature of coal, direct investigation of the molecular composition of coal pyrolysis products is still a challenge. In the present work, the data of the molecular composition of bituminous coal pyrolysis products are obtained by online pyrolysis coupled to comprehensive two-dimensional gas chromatography and mass spectrometry (online py-GC×GC-MS) and are divided into nine molecular groups depending on the aromaticity of the pyrolysis products and separating power of the GC×GC-MS. Chemometric tools, hierarchical cluster analysis, and principal component analysis are employed to reveal the correlations among the molecular composition of coal pyrolysis products and coal characteristics. The results show that the nine molecular groups of bituminous coal pyrolysis products can be divided into two clusters, the "aromatic group" and the "aliphatic group", and that the eight coals are divided into three clusters, all of which can be interpreted by the depositional environments and δ13CVPDB values of coals. Moreover, a simple and empirical equation for estimation of coal tar from hydropyrolysis can be obtained depending on the chemometric results of the molecular composition of the coal pyrolysis products. By application of chemometrics, the molecular composition of coal pyrolysis products can provide preference to industrial utilization of coal.