Three new eremophilane sesquiterpenes, dendryphiellins H-J (1-3), and three new phthalide natural products (4-6) were isolated from the marine-derived fungus Cochliobolus lunatus SCSIO41401. Their structures including absolute configurations were determined by spectroscopic and calculated ECD analyses. Dendryphiellin I (2) showed cytotoxic and antibacterial activities against five cancer cell lines (IC