An efficient energy-saving dust-collecting method and its apparatus for iron-smelting blast furnace are disclosed. The procedure is carried out by pre-cooling wet air before entering them into air blower, re-cooling, lowering temperature below saturated temperature, coagulating while precipitating for water content in wet air, re-cooling, delivering into blast furnace by air blower, discharging smoke from blast furnace, heat-exchanging, recovering partial tailed heat, lowering temperature, bagged collecting dust, storing or generating. It's cheap and simple, has higher heat-transfer rate, long utilizing life, less apparatus, full combustion and recovery and better high-temperature resistance for bagged dust collector.