A coal powder thickness separation burning method and a device thereof belong to coal powder burning technology field and are adapted to coal powder burning boiler. The method includes: (1) separatingstep, separating the conventional coal powder to fine coal powder and thick coal powder; (2) flow lead burning step, setting the thick coal powder to the middle part of the burning jet flow, leadingthe fine coal powder to the external of the thick coal powder air flow to burn, forming a stable fire source around the thick coal powder air flow to strength the fire and stable burning for the thickcoal powder air flow. The device of the invention is mounted with a cyclone separation apparatus on the front part of the main burner, the outlet of the cyclone separation apparatus is disposed witha double layer circular bushing, the inner pipe of the double layer circular bushing is connected to a hypo-wind circular tube outside of the main burner by a connection device, the outer pipe of thedouble layer circular bushing is connected to a hypo-wind circular tube in the main burner by a connection device. The invention has good fire characteristic, strong stable fire ability, high coal burnt rate, low NOx exhaust amount, strong adaptability for load and coal kinds and realizes high efficiency low-pollution combustion for coal powder.