The coal supply chain financing cooperation alliance, which is composed of coal producers, coal suppliers, ports and banks, is designed under the inventory financing model. The paper uses the method of Shapley value, simplified MCRS, Game Quadratic Programming to analyze profit distribution of coal supply chain financing cooperation alliance. Taking Qinhuangdao port as an example, conduct application research and comparative analysis of different distribution models. The result shows that the three methods can make optimized decision on the profit distribution of all the members of this coal supply chain financing cooperation alliance under inventory financing. The method of Shapley value can present the fairness of the profit allocation and improve the motivation of coal supply chain financing cooperation alliance.