Abstract: Rare earth elements in coal are good geochemical indicators for studying source rock and sedimentary environment in coal geology field, and they are also important mineral resources. ELEMENT XR was adopted to test rare earth elements of Permo-Carboniferous and Jurassic Yan'an Formation in western margin of Ordos basin, then calculating multiple chemical parameters and drawing REY distribution pattern curves. Based on REY geochemical characteristic analyses, source material was explored. The results show that REY content of Permo-Carboniferous coal, negative Eu and Ce anomaly, was significantly higher than that of China and the world mean coal, as well as the upper crust, which may be due to the Permo-Carboniferous in marine-terrigenous facies with a strong reduction of the environment. Jurassic coal REY content, a slight negative Eu anomaly, slight positive Ce anomaly, was lower than that of China and world coal mean value, as well as the upper crust, because of Jurassic Yan'an Formation oxidational continental environment, so δCe is undepleted normally. Combined the REY distribution patterns and planar distribution of rare earth element in coal and tectonic setting severally, the authors guess that Permo-Carboniferous provenance is located in Alashan block, the northwest of the study area, and Yinshan ancient land and Qinling-Qilian orogenic belts, the southern of study area, provided the main provenance for rare earth element in Jurassic Yan'an Formation coal.