The invention relates to a dust remover, and concretely relates to a filter bag dust remover with a self-circulating ash removal device. The dust remover comprises a base support, an airflow uniform distribution and flow guiding device, a filter bag chamber, an air purifying chamber, a filtering assembly, a self-circulating ash removal system, an ash bucket, an electric control system, a heat insulation layer, a platform, a stair and a pre-coating system; an air inlet is provided with the airflow uniform distribution and flow guiding device, forward and upward airflow channels are arranged in a bag zone, filter bags are arranged in a rectangular chamber in groups, the mouths of a plurality of the filter bags are compressed through bolts through a steel plate to make the filter bags be firmly clamped in the hole of a tube sheet, the tube sheet is provided with a filter bag hole, a hole plate is smooth without burrs, and the filter bags form a double sealing structure at the upper portion of the tube sheet and in the hole of the tube sheet. The dust remover adopting low pressure air generated by a centrifuge fan to purge in order to close and leakage-free ash removal has the advantages of blowing effect guaranteeing, no light damages to the filter bags, and safe and reliable running, and adopts programmed control to purge row by row in sequence in order to realize the ash removal purpose.