The invention discloses an energy-saving optimal control system and method for the outlet temperature of a medium-speed coal mill in a supercritical unit. The system comprises a primary draught fan, an air pre-heater, a hot primary air pipe, a cold primary air pipe, a smoke recycling bypass pipeline, a coal mill hot air bypass pipeline, a coal mill hot air adjusting baffle, a coal mill cold air adjusting baffle, a smoke recycling bypass baffle, a coal mill hot air bypass adjusting baffle, a coal mill, a coal feeder, a rough powder separator, a primary air powder pipeline, a combustor, a boiler, a controller, a coal mill outlet temperature detector, a coal mill outlet oxygen concentration detector and a powder pipe temperature detector. By means of the energy-saving optimal control system and method, the smoke recycling bypass pipeline is additionally arranged in a medium-speed coal mill direct blowing type powder manufacturing system, the outlet temperature of the coal mill is increased, and single powder consumption is reduced; and the coal mill hot air bypass pipeline is additionally arranged at the outer portion of the coal mill so that decoupling control over the outlet temperature of the coal mill and the air powder temperature in the primary powder pipe is achieved, the coal powder fire catching and combustion stabilizing performance is improved, and the adaptability of acoal-fired powder unit participating in depth peak regulating is improved.