The invention relates to the technical field of coal gasification, in particular to a method for cyclically returning coal catalytic gasification synthesis gas into a furnace. Carbon accumulation in aheat exchanger can be reduced, and blocking of the heat exchanger is avoided. The method of cyclically returning the coal catalytic gasification synthesis gas into the furnace comprises the followingsteps: carrying out catalytic gasification reaction on coal in a gasification furnace, thus generating methane-enriched synthesized gas; separating the methane-enriched synthesized gas thereby obtaining carbon monoxide and hydrogen; feeding the carbon monoxide and the hydrogen which are obtained by separation and premixed gas into the heat exchanger for preheating to dilute the carbon monoxide fed into the heat exchanger, and returning the preheated premixed gas into the furnace for catalytic gasification reaction. The method is applied to preparation of methane by catalytic gasification of the coal.