Lurgi–Ruhrgas coal gasification process is commonly used to produce methane in many regions. However, such a process produces wastewater containing toxic pollutants that are difficult to remove by the conventional integrated membrane system consisting of a coagulation unit, an ultrafiltration (UF) unit, a reverse osmosis (RO) unit, and a membrane distillation (MD) unit. In this regard, an activated coke was added prior to the UF unit in order to remove the organic matters and meet the wastewater discharge regulation. The activated coke is an abundant, low-cost substitute to the more commonly used expensive activated carbon. The effect of the adsorption unit on the removal efficiency and membrane fouling mitigation was systematically studied with real coal gasification wastewater. The results revealed that majority of the organic matters were effectively removed by the adsorption unit. Consequently, the fouling phenomenon of the subsequent membrane units was suppressed. The permeate fluxes of the UF, RO, and MD units increased by 31.6%, 21.9%, and 23.1%, respectively, when comparing the fluxes between the processes with and without the adsorption unit. The results demonstrated that coupling activated coke adsorption with integrated membrane units was an attractive and feasible option for the advanced treatment of coal gasification wastewater.