Heating coal-oil slurry (COSL) is an important step in direct coal liquefaction. Some physical and chemical properties of COSL including its viscosity will change during heating. A rotary viscometer was self-designed to measure the viscosity of COSL under high pressure and temperature. Three kinds of coal, which are Yanzhou coal (middle rank and caking), Shenhua coal (low rank and non-caking) and Shengli coal (brown coal), were mixed with anthracene oil to prepare the COSL. The COSL from Yanzhou, Shenhua and Shengli at the same experimental conditions showed different viscosity variations under high hydrogen pressure during heating. Yanzhou COSL had a higher viscosity peak, while Shenhua COSL had two small viscosity peaks and in the case of Shengli COSL, no viscosity peak was present under a high hydrogen pressure during the whole heating process. The coal nature is the important factor of viscosity variations of COSL. The higher the coal rank, the more caking coal is present, and the more obvious the viscosity variations of the COSL are.