Coal may become more important as an energy source in the 21st century, and coal contains large quantities of organic and inorganic matter. When coal burns chemical and physical changes take place, and many toxic compounds are formed and emitted. Polycyclic aromatic hydrocarbons (PAHs) are among those compounds formed and are considered to pose potential health hazards because some PAHs are known carcinogens. Based on their toxicology, 16 PAHs are considered as priority pollutants by the USEPA. More attention must be given to the various methods of extraction and analysis of PAH from coal or coal products to accurately explain and determine the species of PAHs. The influences of the extraction time, solvents, and methods for PAH identification are important. In the future, more methods and influences will be studied more carefully and widely. PAHs are environmental pollutants, are highly lipid soluble, and can be absorbed by the lungs, gut, and skin of mammals because they are associated with fine particles from coal combustion. More attention is being given to PAHs because of their carcinogenic and mutagenic action. We suggest that when using a coal stove indoors, a chimney should be used; the particles and gas containing PAHs should be released outdoors to reduce the health hazard, especially in Southwest China. During coal utilization processes, such as coal combustion and pyrolysis, PAHs released may be divided into two categories according to their formation pathways: one pathway is derived from complex chemical reactions and the other is from free PAHs transferred from the original coal. The formation and emission of PAHs is a complex physical and chemical process that has received considerable attention in recent years. It is suggested that the formation mechanisms of PAHs will be an increasingly important topic for researchers to find methods for controlling emissions during coal combustion.