The invention discloses a combined production system and a combined production process of steam, tar and coal gas in coal pyrolysis based on a pulverized coal furnace. The process comprises the following steps: firstly grinding coal to certain granularity, then conveying recycled pyrolysis coal gas pressurized by a fan into a coiled-pipe type pyrolysis system in a flue of the pulverized coal furnace, exchanging heat with high-temperature flue gas at a hearth outlet to generate pyrolysis, conveying the semicoke and high-temperature pyrolysis coal gas produced through pyrolysis into a cyclone separator, conveying the separated semicoke into a pulverized coal furnace for burning, using partial tar separated by cooling the high-temperature coal gas as a pneumatic conveying medium in pulverized coal pyrolysis, leading the remaining coal gas to enter an aftertreatment system and synthesizing into downstream chemical products, and hydrogenating and refining obtained tar after dewatering and purification to prepare fuel oil and the like. According to the combined production system and the combined production process disclosed by the invention, a coiled-pipe pyrolyzer is arranged in the flue of the pulverized coal furnace, the pulverized coal is pyrolyzed by utilizing the heat of the high-temperature flue gas, so that the heat loss in the transferring process in the form of heat carriers can be reduced, and the energy utilization rate is high; by coupling of the method and a pyrolysis furnace, the graded conversion and utilization of the coal are realized.