The invention relates to a dust removal device for coke dry quenching and a method for increasing the steam yield of a coke dry quenching boiler. According to the method, circulating gas flows from the side of a dry quenching boiler to the side of the coke dry quenching boiler through a dust remover, and in the dust remover, most of coke powder in the circulating gas settles down due to the actionof gravity; the settled coke powder falls into a coke powder bin at the lower part; coke powder collected by the coke powder bin enters a combustor and is fully combusted in the combustor, and hot flue gas generated by combustion is guided into the dust remover through the coke powder bin or guided into the dust remover through a hot flue gas pipeline outside the combustor; and a large amount ofheat is brought into the circulating gas by the hot flue gas, so that more steam is generated by subsequent coke dry quenching boilers, and greater economic benefits are obtained.