PURPOSE: To effectively utilize energy reserved in waste oil by a method wherein waste oil is directly burnt in a burner, or waste oil containing pulverized coal is added further with pulverized coal and the mixture is burnt as a pulverized coal- oil fuel mixture.

CONSTITUTION: In a coarse coal particle-oil multi-fuel combustion system, coal 1 is coarsely curshed by a coarse crusher 2, and the coarse coal particles are mixed with petroleum 3. After deoiling by a deoiling device 5, the deoiled coal 6 is fed as a fuel to a combustor 4 and burnt a burner 7. A part of the separated oil 8 is removed as waste oil 9 from the coal transport line. A part of the waste oil 9 is burnt directly in a burner 10; the remainder is mixed, by a mixer 1, with pulverized coal produced by a coal pulverizer 11 to form a pulverixed coal-oil fuel mixture, which is burnt in a burner 13. Thus, the heat energy reserved in the waste oil 9 is effectively recovered.