Although human beings have come to understand and utilize coal for a very long history, no theoretical breakthrough in the study of coal structure has been made, which still needs continuous efforts of coal chemical workers. Based on the viewpoint of ‘vague/clear', the species classification and accurate analysis on coal were conducted by using the natural clustering all-component separation method. A more systematic and detailed coal embedded structure model theory which is suitable for coal of all ranks was developed from the previous one and a more complete theoretical system about the component and structure of coal was constructed. The whole establishment process of the theory was summarized and some of the main support data and analysis test results, including TEM, AFM, FTIR, GC/MS, MALDI/TOF/MS, DART/MSD, fractal analysis and so on were provided. The coal embedded structure theory fully considers both the identity and the particularity of all-rank coal, reflects the coal component and structure in the full range of coal rank, solves the systematic cognitive problem of coal component and structure on macro and micro level, and provides a valuable and meaningful theoretical approach for the coal processing and conversion technology.