The invention provides a pulverized coal molding method without binding agent, which comprises the following steps of: 1. screening pulverized coal with the granularity of not more than 6mm by a screening device, carrying out drying dehydration processing on the pulverized coal and controlling the water content to be 2-15 percent; 2. forcibly compressing and feeding the pulverized coal obtained in the step 1 into a seam between double rollers of a double-roller molding machine by a feeding machine; and 3. running the double-roller molding machine, continuously rotating the double rollers of which at least one roller circular surface is distributed with pits and compacting and molding molded coal by the pits. The invention also provides the double-roller molding machine which is suitable for the method. The invention solves the problem of pulverized coal molding without binding agent of weak caking coal and non-caking coal, such as low-order bituminous coal, middle and old aged lignite, and the like.