The invention discloses an energy-saving dust removing device for a near wall heat source. The device comprises a support plate connected to one side, near a wall, of the near wall heat source; the support plate is leveled with the bottom of the near wall heat source; the top of the support plate is higher than the near wall heat source by 0.5-2 m; an ash sinking bucket is arranged on one side, facing to the near wall heat source, of the support plate; the outer edge of the ash sinking bucket is tightly bonded with the near wall heat source; a dust collecting plate bonded with the support plate is inserted in the ash sinking bucket; the dust collecting plate is provided with a rough surface; the numerical value of the surface roughness of the dust collecting plate is changed along with the height of the dust collecting plate; the surface roughness of the dust collecting plate is determined according to the temperature difference magnitude between hot air and the wall surface obtained by simulation to accord with LogNormal curve distribution; and a cooling water tank, bonded with the wall, on the other side of the support plate is buckled with the support plate. The device is simple in structure and convenient to use, can prevent the near wall heat source to stain a rear wall on the upper side, and meanwhile, removes indoor suspension particles under the condition of not additionally consuming the energy to reduce the harm to human bodies by inhaled particles.