Determining sulfur content in coal rapidly and accurately can provide technical basis for the enterprises and environmental monitoring departments. A novel method for measuring sulfur content in coal based on ultraviolet (UV) differential optical absorption spectroscopy (DOAS) is put forward. Compared with atmosphere monitoring, the UV DOAS used in the sulfur content measurement in coal encounters with the problems that the concentration range of SO2 is wider and the optical path length of the gas cell is shorter. In order to solve the problems, an improved DOAS algorithm based on finite impulse response (FIR) filter and nonlinear compensation is proposed on the basis of the traditional algorithm. An experimental system is designed and built, on which five kinds of standard coals are experimentally tested. Results show that the lower detection limit of the system is 0.014% and the influence of the dust and background gas on SO2 concentration measurement can be reduced. The repeatability of the measurement system meets the national standards of China. The system has the advantages of low maintenance and short measurement duration (4 min).