The present invention discloses a method of applying electric arc furnace dust in chemical looping combustion process, and particularly a method of applying electric arc furnace dust in chemical looping combustion process without releasing of zinc vapor. The method of applying electric arc furnace dust in chemical looping combustion process comprises following steps: (1) providing an electric arc furnace dust and an inert support (Al2O3) and mixing the electric arc furnace dust and the inert support (Al2O3) to obtain a mixture of the electric arc furnace dust and the inert support (Al2O3); (2) calcining the mixture of the electric arc furnace dust and the inert support (Al2O3) with high temperature to obtain another mixture of Fe2O3, ZnAl2O4, and Al2O3; (3) applying the mixture of Fe2O3, ZnAl2O4, and Al2O3 as oxygen carrier and inert support in a chemical looping combustion process.