To recover mercury efficiently from the dust contained in cement kiln combustion gas.

A system 1 for recovering mercury from cement kiln dust includes: an air current heating furnace 2 for heating the cement kiln dust KD2 in an air current; a sorting machine 3 for separating the cement kiln dust-containing exhaust gas G4 from the air current heating furnace into coarse powder D1 and fine powder D2-containing exhaust gas G5; a solid-gas separation unit 5 for separating the fine powder-containing exhaust gas from the sorting machine into fine powder and exhaust gas; a microwave heating unit 6 for irradiating/heating the separated fine powder D5 with a microwave; and a mercury recovery unit 8 for recovering the mercury volatilized, when the fine powder is irradiated with the microwave, and the mercury contained in the exhaust gas G7 separated in the solid-gas separation unit. It does not matter if a gas cooler 4 is arranged for cooling the fine powder from the sorting machine and the fine powder-containing gas from the gas cooler is supplied to the solid-gas separation unit. The fine powder separated in the solid-gas separation unit can be sent continuously to the microwave heating unit so that the sent fine powder can be irradiated continuously with the microwave.