A method for preprocessing raw materials of a slurry bed hydrogenation process: a heavy oil, pulverized coal, and a catalyst attached having pulverized coal attached thereto are jointly mixed, kneaded in a kneading machine, and circulatively stirred in at least one level of swelling tank to produce a catalyst/oil-coal slurry; or, the heavy oil is mixed respectively with pulverized coal and the catalyst having pulverized coal attached thereto, kneaded in different kneading machines, converged to the one level of swelling tank, and circulatively stirred for at least one level to produce the catalyst/oil-coal slurry, where the particle size of the pulverized coal is less than 470 μm, and the mass ratio of the heavy oil to the pulverized coal is 97-30 : 3-70. The method increases the conversion rate of coal and total yield of a light oil, reduces wearing by the raw materials on equipment, pumps, valves, and piping at the same time, and is simple to operate, accurate, and practical.