The invention discloses an energy-saving soot and dust purification method and a device thereof. The soot and dust purification device comprises a dust removal device and a heating device; the dust removal device comprises an absorption tower, a circulating pump, a gas-liquid separation device and a demister, the absorption tower is internally provided with a spray mechanism, an evaporation mechanism and an electrical heating pipe I, wherein the spray mechanism comprises a plurality of segmentation masks I and segmentation masks II; the evaporation mechanism comprises a plurality of heat-conducting plates and a plurality of rows of heating assemblies, the heating assemblies comprise an electrical heating pipe II, an electrical heating pipe III, and an electrical heating pipe IV; the heating device comprises a return pipe and a tubular heat exchanger, the air inlet end of the tubular heat exchanger is provided with an axial flow fan, the air outlet end of the tubular heat exchanger is communicated with the absorption tower, one end of the return pipe is communicated with a feed port in the top end of the tubular heat exchanger, and the other end of the return pipe is communicated with a discharging port of the segmentation mask II at the most bottom. According to the energy-saving soot and dust purification method and device, the concentration of by-product phosphoric acid is continually improved by adopting a circulating absorption manner, and the recycling and reusing of the by-product are facilitated.