The invention relates to an energy-saving type temperature swing adsorption system and method for separating carbon dioxide in industrial flue gas. The system comprises a first adsorption bed, a second adsorption bed and a third adsorption bed, wherein each adsorption bed is provided with a heat exchange chamber and an adsorption chamber which are independent of each other; the system also comprises a hot flue gas supply pipe which is communicated with each adsorption chamber or each heat exchange chamber in a switchable manner, an air supply pipe which is communicated with each heat exchange chamber in the switchable manner, and a CO2 supply and recovery pipe which is communicated with each adsorption chamber in the switchable manner. According to the method, three cyclic states are included, CO2 in the flue gas can be continuously adsorbed and separated, meanwhile, in a temperature swing adsorption process, the heat of the flue gas is used for heating an adsorbent to enable the adsorbent to be desorbed and regenerated, and the temperature of the flue gas in the process is reduced, so that energy consumption for adsorption and desorption is reduced. The system and the method provided by the invention solve the problems of difficult separation of the carbon dioxide in the industrial flue gas, and the high energy consumption of an existing temperature swing adsorption technology, and the aims of energy conservation and carbon dioxide emission reduction are realized.