To provide a process whereby coal lumps can be pulverized into pulverized coal relatively simply within a short time, and minerals can be removed from the pulverized coal substantially perfectly within a short time.

First, coal lumps are continuously crushed to form coarse coal particles having a particle diameter of 0.1-5 mm and feeding the coarse coal particles together with an incombustible gas into a continuous pulverizer 13 to pulverize the coarse coal particles into pulverized coal having a particle diameter of 0.1-10 μm. Next, the pulverized coal discharged from the pulverizer 13 is fed into a cyclone 28 by using an incombustible gas as a carrier gas, and minerals are separated and removed from the pulverized coal. The pulverized coal devoid of the minerals are discharged from the cyclone together with the incombustible gas.