Three kinds of coal differed from fineness were burned in a laboratory-scale drop tube furnace for combustion test, and an 8-stage Andersen particle impactor was employed for sampling the primary particulate matter(PM), in order to study coal fineness effect on primary PM features during pulverized coal combustion. It has been shown that the finer the coal was, the finer the PM produced. PMi emission amount augmented with coal fineness decreased, and the amount of PM10 increased from 13 mg/g to 21 mg/g respectively generated by coarse coal and fine coal. The amount of PM2.5 increased from 2 mg/g to 8 mg/g at the same condition. Constituents and content in bulk ash varied little after three different fineness coal combustion, while the appearance of grading PM differed visibly. The value of REE increased while the coal fineness deceased. The volatility of trace elements which were investigated was Pb>Cr>Zn>Cu>Ni in turn. The concentration of poisonous trace elements was higher which generated from fine coal combustion. The volatilization capacity was influenced little by coal fineness,but the volatilization extent was influenced differently by coal fineness. Fine coal combustion affects worse environment than coarse coal does.