The invention relates to a powder coal ash rolling-type fine extraction method which can effectively peel and dissolve extractive, serially extract active silica, ferric hydroxide, iron oxide red, magnesium hydrate, calcium hydroxide, barium sulfate, lithium carbonate and lanthanide series and actinium series rare earth hydroxide with an enrichment amount >=0.01%, manganese, copper, zinc and gallium with an enrichment amount >=0.05%, and germanium dioxide, vanadium pentoxide, gold, silver, palladium and platinum metal with an enrichment amount >=0.0001% from the powder coal ash. The powder coal ash rolling-type fine extraction method has the advantages that the remainder ash of the powder coal ash after the treatment by the rolling-type fine extraction technique can be still comprehensively used for making brick and blending coagulation, thereby fully using the powder coal ash and realizing zero emission.