Disclosed is a pulverized coal heat exchange self-diagnosis control method. Temperature values collected by a PLC are monitored in real time and dynamically. The detected temperatures of pulverized coal in a feeding section, in a steam/high-temperature water cooling section, in a first medium-temperature water cooling section, in a second medium-temperature water cooling section and in a low-temperature water cooling section are obtained through wear-resistant thermocouple temperature transmitters. The temperatures of cooling water and water-vapor mixture are obtained through temperature transmitters. The start-stop and speed of two discharge motors are controlled by two frequency converters. Pulverized coal level determination guided wave radar detects signals and automatically adjusts the speed of the motors to control the position of coal powder and make discharge smooth. The cooling water levels of a steam drum and a hot water boiler drum are obtained through liquid level meters. The control accuracy is improved. The labor of operators is saved effectively. The system's safe and reliable operation is ensured.