According to the characteristics of multiple binary azeotropes in the tetrahydrofuran-methanol-methyl acetate-water quaternary system, two distillation processes, conventional double solvent extractive distillation, and heat integrated double solvent extractive distillation were proposed. The solvent was selected based on the thermodynamic data calculated by the WILSON equation. The results showed that water was the most suitable solvent for tetrahydrofuran-methanol and methyl acetate-methanol azeotropes, and ethylene glycol was the most suitable solvent for tetrahydrofuran-water and methyl acetate-water azeotropes, the total solvent ratio was 0.65 and the ratio of ethylene glycol to water was 1.3. On this basis, taking energy consumption and total annual cost (TAC) as the evaluation indexes of the distillation process, the proposed conventional double solvent extractive distillation and heat integrated double solvent extractive distillation were simulated. The heat exchange network of the double solvent extractive distillation system was optimized by pinch analysis technology. The results showed that the cold utility consumption of the optimized heat exchange network was reduced by 44.12%, and the heat utility consumption was saved by 42.49%. Compared with the conventional double solvent extractive distillation process, the energy consumption of heat integrated double solvent extractive distillation process was reduced by about 43.29%, TAC was saved by approximately 26.89%, and the thermodynamic efficiency was increased by 3.25%. It can be seen that the heat-integrated double solvent extractive distillation process has better technical and economic advantages for separating the above quaternary system.