The contents of REE in 11 samples of the clay rocks from the coal measures of the Shanxi Formation of Permian of several regions of North China are detected by ICP-AES and INAA. The results show that the REE contents of the samples changes very greatly, the ∑REE from 49.43 mg/kg to 478.66 mg/kg, 165.04 mg/kg in average, slightly lower than that of NASC, and the ratios of ∑LREE/∑HREE is 3.44～21.23, 9.74 in average, close to 7.68 of NASC. Most samples have moderate to severe losses in Eu and weak to moderate negative anomalies in Ce.