The invention discloses a method and a device for measuring SOx in fire coal fume. The method comprises the following steps of: a. sampling fire coal fumes, wherein the temperature for sampling is kept the same as that of the fire coal fume in a flue during the process; b. cooling by using a condenser and absorbing SO3 in the fumes, wherein the temperature is controlled within 75-85 DEG C during the process; c. carrying out the oxidation absorption on the fumes, eliminating the moisture in the fumes, and simultaneously controlling to ensure a stable fume flow; and d. respectively detecting the content of SO3 absorbed by the condenser during the cooling and the content of SO2 after the oxidation absorption. According to the method, the temperature while the fume is sampled is kept the same as that in the fume constantly, so the secondary reaction of SO3 is avoided; and meanwhile the fly ash in the fume is isolated, and the accuracy of the flow, temperature and pressure for the fume sampling can be ensured; and moreover a high precision iron chromatography method is adopted for the measurement, so that the method is higher in measuring precision, and the error is reduced.