The invention relates to a steam-injection boiler for thermal recovery of heavy oil, in particular to a supercritical pressure coal-fired steam-injection boiler. A flexible fin membrane water-cooled wall is adopted by a hearth of the device; both a radiation section tube bundle and an overheating section tube bundle are threaded tubes; a water treatment device is connected with a plunger pump; the plunger pump is connected with a water supply heat exchanger outer tube; the water supply heat exchanger outer tube is connected with a header A; the header A, a first-stage convection section, a header C, a second-stage convection section and a header B are connected in sequence; the header B is connected with a water supply heat exchanger inner tube; the water supply heat exchanger inner tube is connected with a header D; and the header D, a middle arch tube and a front arch tube are connected in sequence. According to the supercritical pressure coal-fired steam-injection boiler, migration of a high-temperature steam region from a radiation section to an overheating section is realized, the phenomenon of heat transfer degradation is avoided, and further the steam exit temperature is improved, so that the steam exit pressure reaches the range of the supercritical pressure, effective exploitation of deep heavy oil and even extra and super heavy oil reservoir is realized, and the steam-injection exploitation effect is improved.