Abstract Fine (PM 2.5 ) and ultrafine (PM 1 ) particles in coal‐fired boiler flue gas pose serious threats to health and the environment, making their efficient removal a research focus. This review provides a systematic overview of dust removal technologies targeting PM 2.5 and PM 1 . It covers traditional dry dust removal methods, including electrostatic precipitators (ESPs), baghouse filters, and cyclone separators, as well as new ESP‐based integrated technologies, such as wet electrostatic precipitators (WESPs), ESP‐baghouse hybrids (EFF), and low‐low‐temperature ESPs (LLT‐ESP). The review separately compares the differences in efficiency and economic feasibility among various traditional technologies and among various novel integrated technologies, and highlights key strategies for improving removal efficiency, such as particle agglomeration, structural optimization, and material enhancement. Analysis shows that integrated technologies can achieve ultra‐low emissions (<5 mg·m −3 ), but their complex structures and high investment and maintenance costs limit large‐scale application. Developing technologies that balance high efficiency, and low cost remains a key challenge. In addition, this review highlights the methods and challenges of ultrafine particle resource utilization. These topics have been rarely addressed in previous reviews. More importantly, this study emphasizes the key role of intelligent control in achieving high efficiency, low cost, and ultra‐low emissions in coal‐fired power plants. It underlines the value of intelligent control for next‐generation purification systems. The review also provides theoretical guidance for future technology development and engineering applications.