The invention discloses a compensation type superfine pulverized coal grinding machine. The compensation type superfine pulverized coal grinding machine comprises a machine base, a spiral auger, a pulverized coal classifier, a grinding assembly, a coal particle return pipe, a coal feeding hopper and a pulverized coal second-stage output pipe. The grinding assembly is fixedly connected to the machine base. An outlet in the upper end of the pulverized coal classifier communicates with the pulverized coal second-stage output pipe, and a pulverized coal input pipe is arranged at the lower end of the pulverized coal classifier. Nonmetal flexible compensators are arranged in the coal particle return pipe of the compensation type superfine pulverized coal grinding machine and between the pulverized coal classifier and the pulverized second-stage output pipe correspondingly. As a further improvement, an adjustment gasket I and an adjustment gasket II which are overlaid together and can adjust the through-flow area are arranged between flanges of a flange assembly. The compensation type superfine pulverized coal grinding machine has the capacity for compensating for the pipeline thermal displacement caused by heat expansion and cold shrinkage, and the thermal damage is remarkably reduced; and the gas pressure of pulverized coal sent into the pulverized coal second-stage output pipe can be conveniently and rapidly adjusted.