The invention discloses a device and method for preparing pulverized coal different in grain size and water content, and belongs to the field of the coal chemical industry. The device is characterizedby comprising a power wind supply device, a power wind heating device, a pulverized coal grinding device and a pulverized coal collecting device, all of which are sequentially connected and arranged;the power wind supply device comprises a power draught fan, an air draught fan and an air preheater; the air draught fan communicates with the atmosphere through the air preheater; the pulverized coal grinding device comprises a pulverizing machine, a weighing coal feeder and a bowl type coal mill; the pulverized coal collecting device comprises a pulverized coal separator, a fiber separator anda pulverized coal storage bin; and the power draught fan and the pulverized coal separator are connected through a circulation air volume adjusting valve and an online oxygen content analyzing instrument. The power wind can be circularly used, and the problems that the environment is polluted due to dust emission and energy efficiency is not high are solved; the whole device runs in the inert environment, and the hidden danger of pulverized coal spontaneous combustion explosion during dry method powder manufacturing is avoided; and the whole device runs in micro-positive pressure, the requirement for the equipment is lowered, and the investment cost on the equipment is greatly reduced.