The invention relates to a dry purification of emitted smoke dust containing fluoride, tar, dust and other harmful substances, in particular to a carbon roasting smoke dust dry purification method and a device thereof, the suction of an induced draft fan leads the smoke dust to enter a dry bottom type cooler to carry out the cooling process to lower the temperature, aluminum oxide in a reactor is utilized as an absorbent to carry out the absorption process of the fluoride, the tar and other harmful substances in the smoke dust, the separation filtration process of gas and the mixed solid is carried out in a bag dust collector, after the separation filtration, the gas is discharged from a chimney by the induced draft fan, the aluminum oxide is recycled, and other aluminum oxide containing the absorbed substances enters a collecting chamber by the collection as raw materials of electrolytic aluminum for standby. The process flow of the invention is simple, the one-time purification of the smoke is thorough, no pollution is generated, the aluminum oxide can be simultaneously recycled, the technology is advanced, the degree of automation is high, the production operation cost is effectively reduced, the technology is economic and reasonable, the removing efficiency of the smoke dust can achieve more than 99 percent, the content of the smoke dust in the emitted smoke dust is 10mg/Nm<3>, the content of tar is 10mg/Nm<3>, and the content of fluoride is 1mg/Nm<3>, which are higher than the national emission standards.