By analyses on the trace elements of coals, host-rocks and wall-rocks, this study aims to trace the sources and evaluate the utilization prospects of REE+Y (REY) in coals from Bayili Coal Mine (Wensu, Xinjiang, China). The distribution patterns of REY in the coals are divided into two groups, flat-type and heavy REE-enrichment type (H-type). The REY of the former was mainly from the gneisses of the basement of the coal-bearing basin, and that of the later was partly from hydrothermal solution. The host-rocks show two types of REY patterns, middle REE-enrichment type (M-type) and H-type, which are due to the injection of REY from acid terrestrial water and hydrothermal solution, respectively. Almost all the coal samples are plotted into the promising area on the diagram of percentage of critical elements (REY_{def, rel}) vs ratio of sum of critical elements to the sum of excessive elements (C_outl) and half of the coal samples have high contents of Ga closing to the cut-off grade of Ga deposit as by-product, which indicate that the REY and Ga in Bayili Coal Mine are of utilization prospects as by-product.