A self-dust-removing heat exchanging pipe with an outer honeycomb pipe wall comprises a heat exchanging pipe body composed of an outer heat exchanging pipe body wall and an inner heat exchanging pipe body wall. Inward-concaved hexagon honeycomb holes are distributed in the outer heat exchanging pipe body wall, a flowing working medium flows inside the heat exchanging pipe body, and air flows outside the heat exchanging pipe body. A layer of protection air cushion can be formed on the surface of the heat exchanging pipe through the inward-concaved honeycomb holes, the flowing and heat exchanging processes of the air flow containing dust on the surface of the heat exchanging pipe are optimized, the flowing field is improved, accumulated dust is reduced, and due to the fact that the self-dust-removing heat exchanging pipe has the self-dust-removing function, the heat exchanging coefficient and the heat exchanging efficiency are improved. According to the self-dust-removing heat exchanging pipe, dust accumulation and corrosion of a rear smoke channel of a boiler can be effectively reduced, the frequency of dust blowing is reduced, and the self-dust-removing heat exchanging pipe is easy to machine and manufacture and suitable for improvement of a thermal power generating unit which is in operation and newly building of a thermal power generating unit, and has an obvious effect on east Junggar coal and other coal kinds with dust accumulated in the rear smoke channel easily.