Raw kaolinite was first intercalated with dimethyl sulfoxide (DMSO) under ultrasonic field, and then composited to modify coal tar pitch through melt process. The interlayer spacing, interlayer interaction, dispersion morphology and thermal stability of modified coal tar pitch were characterized by X-ray diffraction, FTIR spectrum, electron microscope and thermal analysis. The results show that the hydrogen bonds between aluminum hydroxyl and silicon oxygen bond are weakened because of DMSO intercalation, the interlayer space of kaolinite expands from 0.716 nm to 1.124 nm and the intercalation rate reaches 98.57%. After melt composition, the (001) diffraction peak disappears which means the kaolinite is delaminated by coal tar pitch molecules and the kaolinite layers are dispersed in the form of thin layers in coal tar pitch. At the maximum weight-loss-rate temperature of 650 ℃for intercalated kaolinite modified coal tar pitch, the weight loss is 78.04%, while raw coal tar pitch (RCTP) is high as 85.41%. For RCTP, the accumulative weight loss value of 50% appears at 490 ℃, whereas modified pitch rises to 550 ℃. Compared to RCTP, the softening point of modified pitch with 6 wt% intercalated kaolinite improves from 42.3 ℃ to 45.4 ℃, but the increasing extent of softening point decreases with more kaolinite dosage. Therefore, these dispersed layers improve the thermal stability of coal tar pitch obviously, which may be caused by ways of delaying air transmission.