The invention provides a competitive adsorption dehydration coal slurry indirect drying device and method, and belongs to the coal slurry drying device and method of coal preparation plants. The device comprises a scraper conveyer, a surge bunker, a feeding machine, a roller type mixer, a vibration screen, a belt conveyer, a dryer, a cyclone dust collector, an induced draft fan, a container bag cluster and a drying medium. The coal slurry and the container bag cluster filled with the drying medium are fully mixed in the roller type mixer, the drying medium adsorbs moisture of the coal slurry competitively, and the coal slurry is dried indirectly. The loose coal slurry with the reduced moisture is separated from the mixed material of the container bag cluster through the vibration screen, the container bag cluster is sent to the dryer to be dried and regenerated, and then sent to the roller type mixer to be recycled and repeatedly used to form the dried coal slurry product, and the dryer is connected with the cyclone dust collector. The method is simple, easy to achieve and applicable to dehydration of the coal slurry and flotation clean coal, blasting and spontaneous combustion safety accidents caused by direct drying of traditional coal slurry are prevented, safety of coal slurry drying is improved, and the economic value of low-rank coal is increased.