The invention provides a coal heating furnace simultaneously reducing smoke, sulfur dioxide and nitrogen oxide emission, a heating method and application. A coal feeding port is formed in one side of the top of a coal heating furnace body, and a chimney is arranged on the side, opposite to the coal feeding port, of the top of the main body. A water jacket partition plate is vertically arranged on the upper portion inside the coal heating furnace body and divides the upper portion inside the coal heating furnace body into a dry distillation pyrolysis zone which is connected with the coal feeding port and a smoke burnout heat exchanging zone which is connected with the chimney. The zone which is not provided with a partition plate on the lower portion inside the coal heating furnace body is a semi-coke burning zone. A furnace grate is obliquely arranged on the lower portion of the semi-coke burning zone, and a primary air opening is formed below the furnace grate. A burnout zone above the semi-coke burning zone is provided with a secondary air opening. The burnout zone is internally provided with water heat exchanging pipes for heating. The coal heating furnace is stable in burning, high in heat efficiency and suitable for smoke-free emission of all kinds of soft coal, biomass and other fuels, especially when high-sulfur smoke-free burns, and meanwhile the smoke, SO2 and NOx emission is effectively reduced.