The invention provides an energy-saving optimization method for the output of a coal pulverizer in a power station. The method comprises the following steps: S1, mathematic conversion of start-up and shut-down rules; S2, establishment of constraint conditions; S3, determination of a start-up and shut-down model; S4, improvement of particle swarm algorithm, wherein aimed at the problem of improvement, a mutation operator is introduced at a later search stage of a PSO algorithm, a PSO algorithm with the mutation operator is brought forward, which enables restraints by a locally optimal solution in the later search stage of the PSO algorithm to be overcome, and the PSO algorithm with the mutation operator retains the characteristic of a fast search speed at an early stage of the PSO algorithm; S5, setting of parameters; and S6, optimization, wherein the set parameters are input into the start-up and shut-down model, and computational results are obtained. According to the invention, optimized operation of the coal pulverizer and complex on-site working conditions are fully considered, so the start-up and shut-down optimization model of the coal pulverizer is more accurate and practical; an optimized start-up and shut-down combined mode of the coal pulverizer can basically satisfy requirements for output of the coal pulverizer during operation of a unit, operation time under the condition of low output of the coal pulverizer is shortened, coal-grinding efficiency of the coal pulverizer is improved, and thus, coal consumption of the unit is reduced.