Shortages in water resources and the fragile ecosystem by coal-mine water affect the Yulin coal-mine base in northwest China, so taking coal-mine water into account is an important issue for the sustainable management of water resources. This paper aims to explore how the Yulin coal-mine base can improve its conjunctive utilization of water resources. Integrated utilization is proposed by establishing a multi-objective, multi-water-source, optimal-allocation model; setting up an integrated information platform; and giving very useful measures and policy suggestions to the local government. Finally, this research can also serve as an example of integrated water utilization for other energy bases.