The invention relates to a belt conveying device with crushing and dust-proof functions for agglomerated finely divided materials which includes a base, a rolling bracket, a conveyor belt, a crushing and dust removing mechanism, and a conveyor belt cleaning mechanism. The base includes a fixed seat body, a movable seat body, and a hydraulic cylinder. The rolling bracket includes a supporting plate, a rotating shaft, and supporting rods. The conveyor belt includes a belt-shaped conveyor belt body and induction teeth. The crushing and dust removing mechanism includes an inner sleeve, an outer sleeve, a first air pump, an ion fan, and a mixing chamber. The conveyor belt cleaning mechanism includes a cylinder, a stencil, a cleaning mechanism, and a second air pump. It has advantages of having simple and reasonable structure, easy to use, high degree of intelligence, automatically correcting deviation of conveyor belt and cleaning the conveyor belt and good dust-proof effect, which effectively solves the problem of jeopardizing the health of workers due to the dust caused at the time of conveying finely divided materials.