In this paper, the diesel-fueled CLHG-SOFC system is proposed, which can separate CO2 without energy consumption while achieving efficient power, and only H2 enters the anode, which can effectively avoid the problem of carbon deposition. Meanwhile, the SOFC system of diesel autothermal reforming and steam reforming is also established. Under the condition of ensuring the same input parameters of the three systems, the variable working condition analysis and exergy analysis are carried out, and the curves of the performance parameters of the three systems with the change of fuel flow and the exergy destruction diagram of each component are obtained. In addition, the results of the three systems are compared. The results show that although the power of diesel steam reforming SOFC is the highest, the total power efficiency of the system is not the highest because it needs electric heating. Diesel autothermal reforming SOFC has the highest total power efficiency and exergy efficiency. CLHG-SOFC system has the lowest efficiency, but it can recover CO2 and avoid carbon deposition in SOFC, which is not available in the other two systems. The research results not only provide theoretical basis and scientific support for the design of SOFC power generation system based on diesel fuel, but also provide a new scheme for energy saving optimization of power generation system.