The invention provides an air circulated heating and purifying device for a coal-fired furnace and the coal-fired furnace using the air circulated heating and purifying device and a processing method for the coal-fired furnace. The air circulated heating and purifying device comprises a heat pipe exchanger, an induced draft fan and an air filtering device. A heat exchange pipe is installed in the heat pipe exchanger, and the heat exchange pipe is filled with a heat transfer substance. A horizontally placed smoke discharging pipe is extended from a smoke discharging port of the coal-fired furnace. The lower part of the heat pipe exchanger is installed in the smoke discharging pipe. One side of the upper part of the heat pipe exchanger is provided with an air inlet. One side, opposite to the air inlet, is provided with an air outlet. The induced draft fan is installed at the air inlet or the air outlet. The air filtering device is installed at the air inlet or the air outlet. The air circulated heating and purifying device is installed at the smoke outlet pipeline of the coal-fired furnace, so the heat quantity in the smoke can be effectively recycled and the indoor air can be purified simultaneously. The air circulated heating and purifying device is capable of greatly improving the utilization efficiency of the smoke heat quantity of the coal-fired furnace, so the air can be heated by only smaller heat quantity.